Properties of a matrix with a very ill-conditioned eigenproblem
暂无分享,去创建一个
It is proved that a matrix that has a very ill-conditioned eigenvector matrix is close to one that has multiple eigenvalues, and an estimate of this distance is given, measured in the Euclidean matrix norm.
[1] P. Henrici. Bounds for iterates, inverses, spectral variation and fields of values of non-normal matrices , 1962 .
[2] Alston S. Householder,et al. The Theory of Matrices in Numerical Analysis , 1964 .
[3] J. H. Wilkinson. The algebraic eigenvalue problem , 1966 .
[4] J. Varah,et al. Computing Invariant Subspaces of a General Matrix when the Eigensystem is Poorly Conditioned , 1970 .