A relative perturbation bound for positive definite matrices (Q1377513)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A relative perturbation bound for positive definite matrices
scientific article

    Statements

    A relative perturbation bound for positive definite matrices (English)
    0 references
    0 references
    0 references
    26 January 1998
    0 references
    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 ``-'').
    0 references
    perturbation bound
    0 references
    eigenvectors
    0 references
    symmetric positive definite matrix
    0 references

    Identifiers