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Relative Perturbation Theory for Quadratic Hermitian Eigenvalue Problem

Numerical Analysis 2021-04-02 v5 Numerical Analysis

Abstract

In this paper, we derive new relative perturbation bounds for eigenvectors and eigenvalues for regular quadratic eigenvalue problems of the form λ2Mx+λCx+Kx=0\lambda^2 M x + \lambda C x + K x = 0, where MM and KK are nonsingular Hermitian matrices and CC is a general Hermitian matrix. We base our findings on new results for an equivalent regular Hermitian matrix pair AλBA-\lambda B. The new bounds can be applied to many interesting quadratic eigenvalue problems appearing in applications, such as mechanical models with indefinite damping. The quality of our bounds is demonstrated by several numerical experiments.

Keywords

Cite

@article{arxiv.1602.03420,
  title  = {Relative Perturbation Theory for Quadratic Hermitian Eigenvalue Problem},
  author = {Peter Benner and Xin Liang and Suzana Miodragović and Ninoslav Truhar},
  journal= {arXiv preprint arXiv:1602.03420},
  year   = {2021}
}

Comments

29 pages

R2 v1 2026-06-22T12:47:41.921Z