An Elsner-like perturbation theorem for generalized eigenvalues

DOI10.1016/J.LAA.2004.05.006MaRDI QIDQ1886518zbMATH OpenOpenAlexFDO

Authors G. W. Stewart

Publication date 18 November 2004

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2004.05.006, http://hdl.handle.net/1903/1330

zbMATH Keywords

eigenvaluesElsner's theoremgeneralized eigenvalue problemperturbation theory

Mathematics Subject Classification ID

Inequalities involving eigenvalues and eigenvectors (15A42)

Review text

Let \(A\) be a matrix of order \(n\) and \(\tilde A = A + E\) be a perturbation of \(A\). For any eigenvalue \(\lambda\) of \(A\) there is an eigenvalue \(\tilde \lambda\) of \(\tilde A\) such that \[ | \lambda - \tilde \lambda| \leq (\| A\| +\| \tilde A\| )^{1-1/n}\| E\| ^{1/n}. \] Here \(\| .\| \) is the spectral norm. This theorem by \textit{L. Elsner} [ibid. 71, 77--80 (1985; Zbl 0583.15009)] which improved previous results by Ostrowski, Bhatia-Friedland e.a. is generalized to the case of the generalised eigenvalue problem. Under the assumption that the matrix pair \((A,B)\) and the perturbed pair \((\tilde A, \tilde B) = (A+E, B+F)\) both are regular, then for any eigenvalue \(\langle \mu,\nu\rangle \) of \((A,B)\) there is an eigenvalue \(\langle \tilde \mu, \tilde \nu\rangle \) of the perturbed pair such that \[ \chi(\langle \mu,\nu\rangle ,\langle \tilde \mu, \tilde \nu\rangle ) \leq \| (A,B)\| ^{1-1/n}\| (E,F)\| ^{1/n}(\gamma(A,B))^{-1}. \] Here \(\chi\) is the chordal metric and \(\gamma\) is a measure indicating the distance of the pair to the set of nonregular pairs. The main difference to the first theorem is the appearence of the factor \(\gamma^{-1}\), which reflects the high sensitivity of certain eigenvalues of \((A,B)\).

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Cites work

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Cited in

(13)

• A note on the Hoffman-Wielandt theorem for generalized eigenvalue problems
• A new inequality for the Hausdorff distance between spectra of two matrices
• A generalization of Krasnoselskii's eigenvalue theorem
• Generalizing eigenvalue theorems to pseudospectra theorems
• scientific article; zbMATH DE number 4134231 (Why is no real title available?)
• scientific article; zbMATH DE number 854621 (Why is no real title available?)
• scientific article; zbMATH DE number 1406958 (Why is no real title available?)
• A refined bound for the spectral variations of matrices
• Bounds for the relative and absolute spectral variations of matrices
• Reflective block Kaczmarz algorithms for least squares
• Optimal bounds for the spectral variation of two regular matrix pairs
• On upper bounds for the spectral variation of two regular matrix pairs
• On condition numbers of polynomial eigenvalue problems

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