Perturbation of multiple eigenvalues of Hermitian matrices (Q417577): Difference between revisions

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The paper deals with perturbation bounds for the multiple eigenvalues \(\mu\) of a Hermitian matrix \(A=\text{diag}(\mu I,A_{22})\) under a perturbation in the off-diagonal blocks \(A_{12}=E,\;A_{21}=E^*\) with an emphasis on the case where the magnitudes of the columns of \(E\) vary widely. Two cases which play a major role in establishing the bounds are considered: when \(A_{22}-\mu I\) is definite and when it is indefinite. A possible extension to the Hermitian definite generalized eigenvalue problem is outlined.
Property / review text: The paper deals with perturbation bounds for the multiple eigenvalues \(\mu\) of a Hermitian matrix \(A=\text{diag}(\mu I,A_{22})\) under a perturbation in the off-diagonal blocks \(A_{12}=E,\;A_{21}=E^*\) with an emphasis on the case where the magnitudes of the columns of \(E\) vary widely. Two cases which play a major role in establishing the bounds are considered: when \(A_{22}-\mu I\) is definite and when it is indefinite. A possible extension to the Hermitian definite generalized eigenvalue problem is outlined. / rank
 
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Property / reviewed by: Ctirad Matonoha / rank
 
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Property / Mathematics Subject Classification ID: 15A42 / rank
 
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Property / Mathematics Subject Classification ID: 15B57 / rank
 
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Property / Mathematics Subject Classification ID: 15A22 / rank
 
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Property / Mathematics Subject Classification ID: 65F15 / rank
 
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Property / zbMATH DE Number: 6034523 / rank
 
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perturbation
Property / zbMATH Keywords: perturbation / rank
 
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multiple eigenvalue
Property / zbMATH Keywords: multiple eigenvalue / rank
 
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Hermitian matrices
Property / zbMATH Keywords: Hermitian matrices / rank
 
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generalized eigenvalue problem
Property / zbMATH Keywords: generalized eigenvalue problem / rank
 
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Latest revision as of 22:10, 19 March 2024

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Perturbation of multiple eigenvalues of Hermitian matrices
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    Perturbation of multiple eigenvalues of Hermitian matrices (English)
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    14 May 2012
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    The paper deals with perturbation bounds for the multiple eigenvalues \(\mu\) of a Hermitian matrix \(A=\text{diag}(\mu I,A_{22})\) under a perturbation in the off-diagonal blocks \(A_{12}=E,\;A_{21}=E^*\) with an emphasis on the case where the magnitudes of the columns of \(E\) vary widely. Two cases which play a major role in establishing the bounds are considered: when \(A_{22}-\mu I\) is definite and when it is indefinite. A possible extension to the Hermitian definite generalized eigenvalue problem is outlined.
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    perturbation
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    multiple eigenvalue
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    Hermitian matrices
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    generalized eigenvalue problem
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