Estimates of the determinant of a perturbed identity matrix (Q1791690)
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English | Estimates of the determinant of a perturbed identity matrix |
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Estimates of the determinant of a perturbed identity matrix (English)
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11 October 2018
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The author presents bounds for the determinant of a real perturbation \(I + E\) of the identity matrix \(I\), depending on the trace \(\operatorname{tr}(E)\) of \(E\) and the Frobenius norm \(\varepsilon\) of the (real or complex) perturbation \(E\). It is assumed that the difference of the bounds is not larger than \(\varepsilon^2 + O(\varepsilon^3)\) provided that \(\varepsilon< 1\). Moreover, he proves a bound of order \(\varepsilon^2\) on the relative error between the above mentioned determinant and \(\exp({\operatorname{tr}}(E))\).
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determinant
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Hadamard bound
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Ostrowski bound
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Hans-Schneider bound
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perturbation of identity
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