On the condition of a complex eigenvalue under real perturbations

We investigate the condition number for a complex eigenvalue of a real matrix under real perturbations. Based on an explicit formula, it is shown that this number is never smaller than 1/root2 times the corresponding condition number with respect to complex perturbations. This result can be generalized to the condition number of an arbitrary complex-valued function under real perturbations. This extends to related condition numbers.


Published in:
Bit Numerical Mathematics, 44, 2, 209-214
Year:
2004
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 Record created 2011-05-05, last modified 2018-03-17

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