A Stable Generalized Eigenvalue Problem
Charles R. Crawford · SIAM Journal on Numerical Analysis · 1976
The eigenvalue problem $Ax = \lambda Bx$ is considered where A and B are real symmetric matrices. Perturbation bounds are obtained in case the expression $(x^ * Ax)^2 + (x^ * Bx)^2 $ is bounded away from zero. Numerical methods for the solution of the problem are discussed.