RELATIVE PERTURBATION BOUNDS OF MATRIX EIGENVALUES

Yanmei Chen · Journal of South China Normal University · 2006

Let λ and λ~ be the eigenvalues of a matrix A and its perturbed matrix A~,respectively.The relative perturbation bounds for |λ-λ~|/|λ(λ~)|are studied.Some new perturbation bounds are presented under both multiplicative perturbation of diagonalizable matrices and additive perturbation of Hermitian matrices,which improve some previous corresponding results in some sense.

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