A note on the perturbation bounds of eigenspaces for Hermitian matrices (Q2499815)
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English | A note on the perturbation bounds of eigenspaces for Hermitian matrices |
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A note on the perturbation bounds of eigenspaces for Hermitian matrices (English)
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14 August 2006
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Let \(H\) be a Hermitian matrix, and \(\widetilde H\) its perturbed matrix (also Hermitian). In the paper, bounds and relative bounds are given for additive and multiplicative perturbations of eigenspaces of \(H\), in comparison with the corresponding eigenspaces of \(\widetilde H\). The Frobenius norm of the difference \(\widetilde H- H\) is used. The proofs are by now standard, and the results are close to those in the following papers: \textit{C. Davis} and \textit{W. M. Kahan} [SIAM J. Numer. Anal. 7, 1--46 (1970; Zbl 0198.47201)]; \textit{I. C. F. Ipsen} [Linear Algebra Appl. 309, No. 1--3, 45--56 (2000; Zbl 0949.15025)]; \textit{F. M. Dopico}, \textit{J. Moro} and \textit{J. M. Molera} [Linear Algebra Appl. 309, No. 1--3, 3--18 (2000; Zbl 0957.15014)]; \textit{R. C. Li} [SIAM J. Matrix Anal. Appl. 20, No. 2, 471--492 (1998; Zbl 0917.15010)].
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Hermitian matrices
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eigenspaces
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perturbation theory
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Frobenius norm
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