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On the Condition of a Complex Eigenvalue under Real Perturbations

Please always quote using this URN:urn:nbn:de:0296-matheon-1162
  • We investigate the condition number for a complex eigenvalue of a real matrix under real perturbations. Based on an explicit formula, it is shown that this number is never smaller than 1/ p 2 times the corresponding condition number with respect to complex perturbations. This result can be generalized to the condition number of an arbitrary complex-valued function under real perturbations. This extends to related condition numbers.

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Metadaten
Author:Ralph Byers, Daniel Kressner
URN:urn:nbn:de:0296-matheon-1162
Referee:Peter Deuflhard
Document Type:Preprint, Research Center Matheon
Language:English
Date of first Publication:2004/04/14
Release Date:2004/11/04
Preprint Number:115
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