Perturbation of Partitioned Hermitian Generalized Eigenvalue Problem

讲座标题:Perturbation of Partitioned Hermitian Generalized Eigenvalue Problem

主讲人: Ren-Cang Li

讲座时间:2017-07-28 10:00-11:00





There is a wealth material on extracting useful information about the eigenvalues of a Hermitian matrix from its submatrices. Chapter 10 of Parlett's The Symmetric Eigenvalue Problem (in SIAM's Classics in Applied Mathematics series) coherently presented a comprehensive survey of both classical material named after Cauchy, Courant, Fisher, Lehmann, Weyl, and Wiedlandt, as well as refinements developed in response to demands for the computation of eigenvalues of large matrices by Kahan, Parlett, and others. In this talk, we shall first present our small contribution to the effect on A’s eigenvalues if the off-diagonal blocks E and E* of are set to zeros. Then we discuss its extensions to the Hermitian generalized eigenvalue problem.