PERTURBATION BOUNDS FOR GENERALIZED EIGENVALUES. I

Ren‐Cang Li · Mathematica Numerica Sinica · 1989

As a continuation of Li[4], we still study the perturbation bounds for generalized eigenvalues of general regular matrix pairs, but with a dierent method. Through estimating the perturbation bounds of the coecients of the generalized eigenpolynomials, we obtain two perturbation theorems for the generalized eigenvalue problem Ax = Bx . §4. Upper Bounds for S{A,B}{C,D} II Notation in Li[4] is followed throughout this part. In this section, we study perturbation bounds for generalized eigenvalues through the investigation of the perturbation of generalized eigenpolynomials. We define first a sequence of operators

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