Matrix Perturbation Theory

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Gilbert W. Stewart, Ji-guang Sun
Academic Press, 1990 - Computers - 365 pages
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.

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Contents

Norms and Metrics
49
Linear Systems and Least Squares Problems
101
The Perturbation of Eigenvalues
165
Copyright

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