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Perturbation behavior of a multiple eigenvalue in generalized Hermitian eigenvalue problems
Published Web Location
https://doi.org/10.1007/s10543-010-0254-8Abstract
We show that a multiple eigenvalue has different sensitivities under perturbations in a generalized Hermitian eigenvalue problem. Our result provides a solution to a question raised by Stewart and Sun. We also show how this difference of sensitivities plays a role in the eigenvalue forward error analysis after the Rayleigh-Ritz process, for which we present an approach that provides tight bounds.
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