Eigenvalue paths arising from matrix paths

DOI10.1016/J.JMAA.2021.125207MaRDI QIDQ2033229zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 14 June 2021

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1909.10589

zbMATH Keywords

eigenvalue pathseigenvalue perturbationsmatrix perturbation theorymatrix-valued functionsnon-analytic perturbationsoperator-valued functions

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Perturbation theory of linear operators (47A55)

Abstract: It is known (see e.g. [2], [4], [5], [6]) that continuous variations in the entries of a complex square matrix induce continuous variations in its eigenvalues. If such a variation arises from one real parameter $alphain[0,1]$, then the eigenvalues follow continuous paths in the complex plane as $alpha$ shifts from $0$ to $1$. The intent here is to study the nature of these eigenpaths, including their behavior under small perturbations of the matrix variations, as well as the resulting eigenpairings of the matrices that occur at $alpha=0$ and $alpha=1$. We also give analogs of our results in the setting of monic polynomials.

Review text

The continuous variations in the entries of a complex square matrix induce continuous variations in its eigenvalues. If such a variation arises from a real parameter \(\alpha\in [0,1]\), then the eigenvalues follow continuous paths in the complex plane as \(\alpha\) shifts from \(0\) to \(1\). In this paper, the authors study the nature of these eigenpaths, including their behavior under small perturbations of the matrix variations, as well as the resulting eigenpairings of the matrices that occur at \(\alpha=0\) and \(\alpha=1\). It is proved that for any \(\varepsilon>0\) and for a matrix path \(C\), there is a \(\delta>0\) such that for any matrix path \(C^{\prime}\) with the norm difference of two paths less than \(\delta\) for any \(\alpha\in [0,1]\) and any \(C^{\prime}\) eigenpath set\(\{r^{\prime}_i\}^n\), there exists a \(C\) eigenpath set \(\{r_i\}^n\) satisfying \(|r_i(\alpha)-r^{\prime}_i(\alpha)|<\varepsilon.\) The authors also give analogs of their results in the setting of monic polynomials.

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Cites work

• Analytic perturbation theory for matrices and operators. Licensed ed
• Bounds for the variation of the roots of a polynomial and the eigenvalues of a matrix
• scientific article; zbMATH DE number 6125590 (Why is no real title available?)
• Perturbation theory for linear operators.
• Shorter Notes: The Roots of a Polynomial Vary Continuously as a Function of the Coefficients

Cited in

(2)

• On uniform connectivity of algebraic matrix sets
• Generalized inverse eigenvalue problem for matrices whose graph is a path

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