关于Rayleigh商矩阵近似特征值估计

APPROXIMATE EIGENVALUES OF THE RAYLEIGH QUOTIENT MATRIX

  • 摘要: 借助于谱分解定理以及矩阵理论中的特征值的排序,优于等相关性质定理来研究Hermite矩阵近似特征向量与相应的Rayleigh商矩阵作为近似特征值之间的关系,进行特征值的扰动分析,并推广了一个应用广泛的结论.

     

    Abstract: The relation between approximate eigenvalues and approximate eigenspaces for the Rayleigh quotient matrix of Hermitian matrices is considered. By using some related properties and theorems in matrix theory to analyze the perturbation of the eigenvalues, a widely used theorem existing in the literature is generalized.

     

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