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Error Bound for Computed Eigenvalues.

We have
\le\frac {\Vert r\Vert _2}{\gamma(A,B)}
\end{displaymath} (106)

for some eigenvalue $(\alpha,\beta)$ of $\{A,B\}$. To use this bound, we need an estimation to $\gamma(A,B)$. This can be done by first finding $B_{\phi}$ as we mentioned above and then estimating its smallest eigenvalue.

Susan Blackford 2000-11-20