The rotation of eigenspaces of perturbed matrix pairs (Q414697): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
Property / review text | |||
The authors consider the generalized eigenvector problem \(Hx=\lambda Mx\) and the corresponding perturbed one \((H+ \delta H)\tilde x =\tilde \lambda(M+\delta M)\tilde x\), where \(H, M, H+ \delta H, M+\delta M\in {\mathbb C}_{n\times n}\) are positive definite matrices. They present new \(\sin \Theta\) theorems for perturbations of positive definite matrix pairs. The rotation of eigenspaces is measured in the matrix dependent scalar product. They assess the sharpness of the new estimates in terms of effectivity quotients (the quotient of the measure of the perturbation and the estimator). Known relative \(\sin \Theta\) theorems for eigenspaces of positive definite Hermitian matrices are then special cases. Numerical experiments indicate that relative \(\sin \Theta\) theorems are asymptotically sharp when the rotation is measured in the appropriate matrix dependent scalar product but not always in the ordinary Euclidean scalar product. | |||
Property / review text: The authors consider the generalized eigenvector problem \(Hx=\lambda Mx\) and the corresponding perturbed one \((H+ \delta H)\tilde x =\tilde \lambda(M+\delta M)\tilde x\), where \(H, M, H+ \delta H, M+\delta M\in {\mathbb C}_{n\times n}\) are positive definite matrices. They present new \(\sin \Theta\) theorems for perturbations of positive definite matrix pairs. The rotation of eigenspaces is measured in the matrix dependent scalar product. They assess the sharpness of the new estimates in terms of effectivity quotients (the quotient of the measure of the perturbation and the estimator). Known relative \(\sin \Theta\) theorems for eigenspaces of positive definite Hermitian matrices are then special cases. Numerical experiments indicate that relative \(\sin \Theta\) theorems are asymptotically sharp when the rotation is measured in the appropriate matrix dependent scalar product but not always in the ordinary Euclidean scalar product. / rank | |||
Normal rank | |||
Property / reviewed by | |||
Property / reviewed by: Tin-Yau Tam / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 15A18 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 15B57 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 15B48 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6033312 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
eigenvalues | |||
Property / zbMATH Keywords: eigenvalues / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
matrix pairs | |||
Property / zbMATH Keywords: matrix pairs / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
rotation of eigenvectors | |||
Property / zbMATH Keywords: rotation of eigenvectors / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
generalized eigenvector problem | |||
Property / zbMATH Keywords: generalized eigenvector problem / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
positive definite matrices | |||
Property / zbMATH Keywords: positive definite matrices / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
perturbations | |||
Property / zbMATH Keywords: perturbations / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
Hermitian matrices | |||
Property / zbMATH Keywords: Hermitian matrices / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
numerical experiments | |||
Property / zbMATH Keywords: numerical experiments / rank | |||
Normal rank |
Revision as of 20:21, 29 June 2023
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The rotation of eigenspaces of perturbed matrix pairs |
scientific article |
Statements
The rotation of eigenspaces of perturbed matrix pairs (English)
0 references
11 May 2012
0 references
The authors consider the generalized eigenvector problem \(Hx=\lambda Mx\) and the corresponding perturbed one \((H+ \delta H)\tilde x =\tilde \lambda(M+\delta M)\tilde x\), where \(H, M, H+ \delta H, M+\delta M\in {\mathbb C}_{n\times n}\) are positive definite matrices. They present new \(\sin \Theta\) theorems for perturbations of positive definite matrix pairs. The rotation of eigenspaces is measured in the matrix dependent scalar product. They assess the sharpness of the new estimates in terms of effectivity quotients (the quotient of the measure of the perturbation and the estimator). Known relative \(\sin \Theta\) theorems for eigenspaces of positive definite Hermitian matrices are then special cases. Numerical experiments indicate that relative \(\sin \Theta\) theorems are asymptotically sharp when the rotation is measured in the appropriate matrix dependent scalar product but not always in the ordinary Euclidean scalar product.
0 references
eigenvalues
0 references
matrix pairs
0 references
rotation of eigenvectors
0 references
generalized eigenvector problem
0 references
positive definite matrices
0 references
perturbations
0 references
Hermitian matrices
0 references
numerical experiments
0 references