An improved computational technique for perturbations of the generalized symmetric linear algebraic eigenvalue problem
William B. Bickford · International Journal for Numerical Methods in Engineering · 1987
Abstract A technique is developed and presented which improves the accuracy of the predictions for the eigenvalues of the usual first order perturbation scheme for the generalized symmetric linear algebraic eigenvalue problem. The improved method very simply replaces the usual B‐norms appearing in the denominator of the expressions for the first order changes in the eigenvalues by BP‐norms where BP is the perturbed B matrix. With increasing sizes for the perturbations the improved technique produces results whose accuracy approaches those of the usual second order predictions. Numerical studies are presented to support the analysis.