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In mathematics, the Bauer–Fike theorem is a standard result in the perturbation theory of the eigenvalue of a complex-valued diagonalizable matrix. In its substance, it states an absolute upper bound for the deviation of one perturbed matrix eigenvalue from a properly chosen eigenvalue of the exact matrix. Informally speaking, what it says is that ''the sensitivity of the eigenvalues is estimated by the condition number of the matrix of eigenvectors''. The theorem was proved by Friedrich L. Bauer and C. T. Fike in 1960. ==The setup== In what follows we assume that: * is a diagonalizable matrix; * is the non-singular eigenvector matrix such that , where is a diagonal matrix. * If is invertible, its condition number in is denoted by and defined by: :: 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Bauer–Fike theorem」の詳細全文を読む スポンサード リンク
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