Perturbation Bounds for Isotropic Invariant Subspaces of Skew-Hamiltonian Matrices
Daniel Kreßner · SIAM Journal on Matrix Analysis and Applications · 2005
We investigate the behavior of isotropic invariant subspaces of skew-Hamiltonian matrices under structured perturbations. It is shown that finding a nearby subspace is equivalent to solving a certain quadratic matrix equation. This connection is used to derive meaningful error bounds and condition numbers that can be used to judge the quality of invariant subspaces computed by strongly backward stable eigensolvers.