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.
Author: | Ralph Byers, Daniel Kressner |
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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 |