Eigenvalue paths arising from matrix paths (Q2033229)
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English | Eigenvalue paths arising from matrix paths |
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Eigenvalue paths arising from matrix paths (English)
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14 June 2021
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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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eigenvalue paths
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eigenvalue perturbations
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matrix perturbation theory
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matrix-valued functions
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non-analytic perturbations
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operator-valued functions
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