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A minimax characterization for eigenvalues of hermitian pencils. II

Authors :
Branko Najman
Qiang Ye
Source :
Linear Algebra and its Applications. :183-197
Publisher :
Published by Elsevier Inc.

Abstract

We establish a minimax characterization for extreme real eigenvalues of a general hermitian pencil λA − B. The matrix A is allowed to be singular, so infinity may be an eigenvalue. It is also proved that the extremum can be taken over real subspaces if A and B are real.

Details

Language :
English
ISSN :
00243795
Database :
OpenAIRE
Journal :
Linear Algebra and its Applications
Accession number :
edsair.doi.dedup.....a52f9445a3addf0b774fd78675b129e5
Full Text :
https://doi.org/10.1016/0024-3795(93)90514-O