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Stewart G.W., Sun J. — Matrix perturbation theory
Stewart G.W., Sun J. — Matrix perturbation theory



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Название: Matrix perturbation theory

Авторы: Stewart G.W., Sun J.

Аннотация:

This book is a comprehensive survey of matrix perturbation theory, a topic of interest to numerical analysts, statisticians, physical scientists, and engineers. In particular, the authors cover perturbation theory of linear systems and least square problems, the eignevalue problem, and the generalized eignevalue problem as wellas a complete treatment of vector and matrix norms, including the theory of unitary invariant norms.


Язык: en

Рубрика: Математика/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Год издания: 1990

Количество страниц: 363

Добавлена в каталог: 09.12.2005

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID
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Предметный указатель
Norm, vector 1—norm      51 55
Norm, vector norm      49 50
Normal matrix      3 5 171 191 194
Normal matrix, condition number      134
Normal matrix, departure from normality (q.v.)      171
Normal matrix, eigenvectors      19
Normal matrix, field of values      24
Normal matrix, Hoffman Wielandt theorem (q.v.)      189
Normal matrix, matrices similar to a normal matrix      216
Normal matrix, perturbation of eigenvalues      192 195
Normal matrix, residual bound      191
Normal matrix, Schur decomposition      18
Normalizable matrix      (see diagonalizable matrix) 189
Null space      2
Oet tli, W.      133
Oettli Prager theorem      130 161
Orthogonal matrix      3 194
Orthogonal matrix, perturbation of eigenvalues      195
Orthonormal basis      8
Ostrowski Eisner theorem      170
Ostrowski, A.      88 177 187
O’Leary, D. P.      112
Paige, C. C.      45 40 99 111 324
Parlett, B. N.      4 178 180 209
Pavel — Parvu, M.      152
Peano, G.      71
Penrose, R      108 110 151
Penrose’s conditions      102 110
Pereyra, V.      152 155 163
Permutation matrix      3 83 85
Permutation vector      83 85
Perturbation of eigenvalues      192 215 217
Picard, E      35
Polar decomposition      36
Positive definite matrix      3 5 27 73 74
Positive definite matrix, condition number      122
Positive definite matrix, norm generated by      53
Positive semi-definite matrix      3 5
Positive semi-definite matrix, square root      20
Powers of a matrix      73
Prager, W.      133
Principal vector      21
Projection (oblique)      11 14 152
Projection (oblique) with respect, to an inner product      111
Projection (oblique), generalized inverse      110
Projection (oblique), spectral projection      114
Projection (orthogonal)      9
Projection (orthogonal) as Hermitian idempotent      10
Projection (orthogonal), acute perturbation      137 140 153
Projection (orthogonal), asymptotic forms and derivatives      154
Projection (orthogonal), canonical angles      43
Projection (orthogonal), complementary      10
Projection (orthogonal), condition number      154
Projection (orthogonal), continuity      153
Projection (orthogonal), generalized inverse      110
Projection (orthogonal), least squares      10
Projection (orthogonal), perturbation of products      141
Projection (orthogonal), perturbation theory      153 154
Projection (orthogonal), pseudo-inverse      100
Projection (orthogonal), reduced form      153
Projection (with respect to a norm)      91
Pseudo-inverse      101 102
Pseudo-inverse, acute perturbations      146 150
Pseudo-inverse, application to least squares      107
Pseudo-inverse, asymptotic forms and derivatives      150—152
Pseudo-inverse, Bjerhannner’s characterization      109
Pseudo-inverse, condition number      146 149 103
Pseudo-inverse, continuity      136 140 146 151
Pseudo-inverse, counterexamples      105
Pseudo-inverse, distance from matrix of lower rank      152
Pseudo-inverse, elementary properties      104
Pseudo-inverse, elliptic      109 111
Pseudo-inverse, existence and uniqueness      104 110
Pseudo-inverse, expressions for perturbed pseudo-inverse      142
Pseudo-inverse, full rank case      108
Pseudo-inverse, Gauss, C. F.      108
Pseudo-inverse, general results      140 146
Pseudo-inverse, minimality      110
Pseudo-inverse, Moore’s characterization      109
Pseudo-inverse, nonacute perturbations      140
Pseudo-inverse, orthogonal projections      106
Pseudo-inverse, perturbation theory      140—151
Pseudo-inverse, Wedin’s bounds      142 146
Qi, L.      187
QR algorithm      11 18
QR decomposition      6 8 11 30
QR decomposition with pivoting      11
QR decomposition, existence      7
QR decomposition, pseudo-inverse      110
QR decomposition, Pythagorean equality      10
QR decomposition, reduced form      137
QR decomposition, scaled      111
QR decomposition, uniqueness      13
QR decomposition, weighted      111
QR factorization      8 13
QR factorization, generalized singular value decomposition      47
QR factorization, partitioned      13
Quasi — Newton method      134
Rail, L. B.      108
Random perturbation      131 134 163
Rayleigh quotient      185 241
Rayleigh — Ritz approximation      207 209
Rayleigh, Lord (J. W. Strutt)      210
Residual bounds (see Under linear system, eigenvalue, etc.)      128
Riesz, F.      60
Rigal — Caches theorem      128
Rigal, J. L.      134
Right inverse      110
Ritz vectors      210
Ritz, W.      210
Rodman, L.      227
Rohrback, H.      186
Rosenblum, M.      227 228
Rouclie’s theorem      167 176
Rounding error      274
Rounding-error analysis      132 133
Row sum norm      (see Norm matrix
Rulie, A.      244
Saunders, M. A.      45 46
Schaffer, J. J.      99
Schmidt — Mirsky theorem      208 210
Schmidt, E.      11 35 209 210
Schnr decomposition      17—20 26 28 171 222
Schnr decomposition of a real matrix      26 29
Schnr decomposition of normal matrix      18
Schnr decomposition, existence      17
Schnr decomposition, uniqueness      26
Schur complement      13
Schur, I.      13 26 71
Schwarz      60
SEP      244
Sep, continuity      23 1 236
Sep, definition      231
Sep, Hermitian matrices      247 258
Sep, properties      245
Sep, relation to separation of eigenvalues      233 247 258
Set operations      2
Sherman Morrison Woodbury, formula      5
Similarity transformation      16
Similarity transformation, ill conditioned      1 7 21
Similarity transformation, unitary      17
Singular subspace      259
Singular subspace, residual bound      260 262 266 267
Singular subspace, Wedin’s $\Phi-\Theta$ theorems      260 262 267
Singular value      31
1 2 3
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