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math.NA2019★ 2 cited
Linear Constrained Rayleigh Quotient Optimization: Theory and Algorithms
Yunshen Zhou, Zhaojun Bai, Ren-Cang Li
We consider the following constrained Rayleigh quotient optimization problem (CRQopt) $$ \min_{x\in \mathbb{R}^n} x^{T}Ax\,\,\mbox{subject to}\,\, x^{T}x=1\,\mbox{and}\,C^{T}x=b, $…
math.NA2019
First-order Perturbation Theory for Eigenvalues and Eigenvectors
Anne Greenbaum, Ren-cang Li, Michael L. Overton
We present first-order perturbation analysis of a simple eigenvalue and the corresponding right and left eigenvectors of a general square matrix, not assumed to be Hermitian or nor…