Algorithm 517: A Program for Computing the Condition Numbers of Matrix Eigenvalues Without Computing Eigenvectors [F2]

1. Theoretical Background 1.1 The Sensitivity of Eigenvalues. Several good programs are available for the computation of the eigenvalues of real and complex matrices [2, 3, 7]. Because of the limitations of finite precision arithmetic, these programs cannot produce, in general, the exact eigenvalues of the given matrix A. However the computed numbers are… CONTINUE READING