
doi: 10.1137/0713067
The eigenvalue problem $Ax = \lambda Bx$ is considered where A and B are real symmetric matrices. Perturbation bounds are obtained in case the expression $(x^ * Ax)^2 + (x^ * Bx)^2 $ is bounded away from zero. Numerical methods for the solution of the problem are discussed.
Eigenvalues, singular values, and eigenvectors
Eigenvalues, singular values, and eigenvectors
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