Eigenvalue condition numbers and a formula of Burke, Lewis and Overton
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Abstract
In a paper by Burke, Lewis and Overton, a first order expansion has been given for
the minimum singular value of A−zI, z ∈ C, about a nonderogatory eigenvalue λ of A ∈ Cn×n. This
note investigates the relationship of the expansion with the Jordan canonical form of A. Furthermore,
formulas for the condition number of eigenvalues are derived from the expansion.
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