Title
An Algorithm to Compute Seplambda
Abstract
The following problem is addressed: given square matrices $A$ and $B$, compute the smallest $\eps$ such that $A {\hspace{.75pt}} + {\hspace{.75pt}} E$ and $B {\hspace{.75pt}} + {\hspace{.75pt}} F$ have a common eigenvalue for some $E$, $F$ with $\max(\|E\|_2,\|F\|_2) \leq \eps$. An algorithm to compute this quantity to any prescribed accuracy is presented, assuming that eigenvalues can be computed exactly.
Year
DOI
Venue
2006
10.1137/050622584
SIAM Journal on Matrix Analysis and Applications
Keywords
Field
DocType
common eigenvalue,following problem,compute seplambda,prescribed accuracy,square matrix
Algorithm,Mathematics
Journal
Volume
Issue
ISSN
28
2
0895-4798
Citations 
PageRank 
References 
1
0.48
1
Authors
2
Name
Order
Citations
PageRank
Ming Gu150151.05
Michael L. Overton2634590.15