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math.NA2010
The Rotation of Eigenspaces of Perturbed Matrix Pairs
Luka Grubišić, Ninoslav Truhar, Krešimir Veselić
We revisit the relative perturbation theory for invariant subspaces of positive definite matrix pairs. As a prototype model problem for our results we consider parameter dependent…
math.NA2010
Generalized Eigenvalue Problems with Specified Eigenvalues
Daniel Kressner, Emre Mengi, Ivica Nakic +1
We consider the distance from a (square or rectangular) matrix pencil to the nearest matrix pencil in 2-norm that has a set of specified eigenvalues. We derive a singular value opt…