Perturbation of multiple eigenvalues of Hermitian matrices (Q417577): Difference between revisions
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Property / cites work: A note on eigenvalues of perturbed Hermitian matrices / rank | |||
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Property / cites work: On the condition numbers of a multiple eigenvalue of a generalized eigenvalue problem / rank | |||
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Property / cites work: Perturbation of Partitioned Hermitian Definite Generalized Eigenvalue Problems / rank | |||
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Property / cites work: Functions of Matrices / rank | |||
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Latest revision as of 05:36, 5 July 2024
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English | 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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