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

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Property / full work available at URL: https://doi.org/10.1016/j.laa.2012.01.035 / rank
 
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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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