Relative Residual Bounds for Eigenvalues of Hermitian Matrices
Ninoslav Truhar · SIAM Journal on Matrix Analysis and Applications · 2006
This paper presents a linear and quadratic residual bound for eigenvalues of an indefinite possible singular Hermitian matrix. These bounds are a generalization of results on a semidefinite Hermitian matrix [Z. Drmač and V. Hari, SIAM J. Matrix Anal. Appl., 18 (1997), pp. 21–29]. The bounds here contain an extra factor which depends on the norm of a J‐unitary matrix, where J is diagonal matrix with $\pm 1$ on its diagonal.