Taylor expansions of eigenvalues of perturbed matrices with applications to spectral radii of nonnegative matrices (Q1189629): Difference between revisions
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Property / author: Ya'acov Ritov / rank | |||
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Property / cites work: Q3207128 / rank | |||
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Property / cites work: Derivatives of the spectral radius as a function of non-negative matrix elements / rank | |||
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Property / cites work: Derivatives of the Perron root at an essentially nonnegative matrix and the group inverse of an M-matrix / rank | |||
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Property / cites work: Q5526485 / rank | |||
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Property / cites work: Derivatives and Perturbations of Eigenvectors / rank | |||
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Latest revision as of 10:14, 30 July 2024
scientific article
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English | Taylor expansions of eigenvalues of perturbed matrices with applications to spectral radii of nonnegative matrices |
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Taylor expansions of eigenvalues of perturbed matrices with applications to spectral radii of nonnegative matrices (English)
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27 September 1992
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Let \(A\) and \(B\) be two \(n\times n\) complex matrices, and let \(\lambda\) be an eigenvalue of \(A\). The purpose of this paper is to derive, under certain conditions, Taylor power series expansions of the form \(\lambda+\sum^ \infty_{k=1}\lambda_ k\varepsilon^ k\) and \(\sum^ \infty_{k=0}\nu_ k\varepsilon^ k\), respectively, for eigenvalues and corresponding eigenvectors of the perturbed matrices \(A+\varepsilon B\) for an \(\varepsilon\) that has sufficiently small absolute value. If \(A+\varepsilon B\) is nonnegative for sufficiently small nonnegative \(\varepsilon\) and \(A\) is irreducible, the authors obtain power series expansions for the spectral radii of the perturbed matrices \(A+\varepsilon B\) and for corresponding eigenvectors. Their approach is constructive, and they present a recursive algorithm that will compute the coefficients of the above series. The authors first summarize some notation and conventions in section 2, and then introduce their algorithm and derive the expansions of eigenvalues and corresponding eigenvectors in section 3. The authors apply the results to nonnegative irreducible matrices and their spectral radii in section 4.
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complex matrices
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eigenvalue
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Taylor power series expansions
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eigenvectors
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perturbed matrices
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recursive algorithm
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nonnegative irreducible matrices
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spectral radii
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