A relative perturbation bound for positive definite matrices (Q1377513)

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A relative perturbation bound for positive definite matrices
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    A relative perturbation bound for positive definite matrices (English)
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    26 January 1998
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    The author gives an asymptotically sharp bound on the angles between perturbed and unperturbed eigenvectors of a symmetrically perturbed symmetric positive definite matrix. The estimate implies also a bound on the perturbation of the eigenvectors. The proof is surpassingly simple. (There is an unpleasant misprint in the statement of Theorem 1 where ``+'' in equation (2) should be replaced by ``-'').
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    perturbation bound
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    eigenvectors
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    symmetric positive definite matrix
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