An algorithm to compute sepλ

Research output: Contribution to journalArticlepeer-review

Abstract

The following problem is addressed: given square matrices A and B, compute the smallest ε such that A + E and B + F have a common eigenvalue for some E, F with max(∥E∥, ∥F∥2) ≤ ε. An algorithm to compute this quantity to any prescribed accuracy is presented, assuming that eigenvalues can be computed exactly.

Original languageEnglish (US)
Pages (from-to)348-359
Number of pages12
JournalSIAM Journal on Matrix Analysis and Applications
Volume28
Issue number2
DOIs
StatePublished - 2006

Keywords

  • Eigenvalue perturbation
  • Eigenvalue separation
  • Pencil
  • Pseudospectra

ASJC Scopus subject areas

  • Analysis

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