A formula for the 2-norm distance from a matrix to the set of matrices with multiple eigenvalues (Q1805847)
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English | A formula for the 2-norm distance from a matrix to the set of matrices with multiple eigenvalues |
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A formula for the 2-norm distance from a matrix to the set of matrices with multiple eigenvalues (English)
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18 November 2001
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The author proves that the 2-norm distance from an \(n\times n\) matrix \(A\) to the matrices that have a multiple eigenvalue \(\lambda\) can be computed as the maximum with respect to \(\gamma\) of the second-lowest singular value of the \(2n\times 2n\) matrices with block-diagonal \(A-\lambda I\) in both entries and off-diagonal elements \(0\) and \(\gamma I\). Therefore, he can identify the 2-norm distance from \(A\) to the set of matrices with multiple eigenvalues -- and he is also able to give a constructive description of a minimizing matrix.
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2-norm distance
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singular value
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multiple eigenvalues
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