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.
| Original language | English |
|---|---|
| Pages (from-to) | 183-197 |
| Number of pages | 15 |
| Journal | Linear Algebra and Its Applications |
| Volume | 191 |
| Issue number | C |
| DOIs | |
| State | Published - Sep 15 1993 |
ASJC Scopus subject areas
- Algebra and Number Theory
- Numerical Analysis
- Geometry and Topology
- Discrete Mathematics and Combinatorics