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Bauer Fike Theorem : Example .

version 1.0.0.0 (1.72 KB) by Youssef Khmou
Example of Bauer Fike theorem

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Updated 24 Dec 2013

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In this tutorial we elaborate the Bauer Fike Theorem using an example of centered complex Gaussian matrix R perturbed by complex uniformly distributed matrix E, the theorem states that :

min |L-mu| < ||X|| ||X^-1|| ||E||

where (X,L) are the eigenvectors and eigenvalues of R respectively, mu is the spectrum of the perturbation.
The Frobenius norm is used in this simulation .

For more information, see this presentation from Eindhoven university :

http://www.win.tue.nl/casa/meetings/seminar/previous/_abstract051019_files/Presentation.pdf

Cite As

Youssef Khmou (2021). Bauer Fike Theorem : Example . (https://www.mathworks.com/matlabcentral/fileexchange/44806-bauer-fike-theorem-example), MATLAB Central File Exchange. Retrieved .

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