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 language | English (US) |
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Pages (from-to) | 348-359 |
Number of pages | 12 |
Journal | SIAM Journal on Matrix Analysis and Applications |
Volume | 28 |
Issue number | 2 |
DOIs | |
State | Published - 2006 |
Keywords
- Eigenvalue perturbation
- Eigenvalue separation
- Pencil
- Pseudospectra
ASJC Scopus subject areas
- Analysis