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An Algorithm to Compute {\boldmath{$\Sep_{\lambda}$}}

Published in SIAM Journal on Matrix Analysis and Applications • Jan 1, 2006
Authors:
Ming Gu
,
Michael L. Overton

Abstract

The following problem is addressed: given square matrices A and B, compute the smallest ε such that $A {\hspace{.75pt}} + {\hspace{.75pt}} E$ and $B {\hspace{.75pt}} + {\hspace{.75pt}} F$ have a common eigenvalue for some E, F with $\max(\|E\|_2,\|F\|_2) \leq \eps$. An algorithm to compute this quan...

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