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Error Bound for Computed Eigenvalues.
We have
![\begin{displaymath}
\chi((\wtd\alpha,\wtd\beta),(\alpha,\beta))
\le\frac {\Vert r\Vert _2}{\gamma(A,B)}
\end{displaymath}](img1681.png) |
(106) |
for some eigenvalue
of
. To use this bound, we
need an estimation to
. This can be done by first finding
as we mentioned above and then estimating its smallest
eigenvalue.
Susan Blackford
2000-11-20