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ETNA - Electronic Transactions on Numerical Analysis
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Verlag der Österreichischen Akademie der Wissenschaften Austrian Academy of Sciences Press
A-1011 Wien, Dr. Ignaz Seipel-Platz 2
Tel. +43-1-515 81/DW 3420, Fax +43-1-515 81/DW 3400 https://verlag.oeaw.ac.at, e-mail: verlag@oeaw.ac.at |
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DATUM, UNTERSCHRIFT / DATE, SIGNATURE
BANK AUSTRIA CREDITANSTALT, WIEN (IBAN AT04 1100 0006 2280 0100, BIC BKAUATWW), DEUTSCHE BANK MÜNCHEN (IBAN DE16 7007 0024 0238 8270 00, BIC DEUTDEDBMUC)
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ETNA - Electronic Transactions on Numerical Analysis, pp. 364-380, 2024/07/01
In this paper, we consider perturbations of a Hermitian matrix pair $(H, M)$, where $H=GJG^*$ is non-singular, $J={\rm diag\,}(\pm 1)$,and $M$ is a positive definite matrix. The corresponding perturbed pair defined as $(\widetilde H, \widetilde M)=(H+\delta H, M+\delta M)$ is such that $\widetilde H=\widetilde G J \widetilde G^*$ is non-singular and $\widetilde M$ is a positive definite matrix. An upper bound for the norm of the tangents of the angles between the eigenspaces of the perturbed and unperturbed pairs is derived. The rotation of the eigenspaces under a perturbation is measured in the scalar product induced by $M$.We show that a relative $\tan\Theta$-bound for the standard eigenvalue problem is a special case of our new bound.
Keywords: perturbation of matrix pairs, rotation of subspaces, tangent theta theorem, eigenvalues, eigenspaces