Asymptotic estimations of a perturbed symmetric eigenproblem (Q6202733)

The authors study ill-conditioned \(d\times d\) real positive definite matrices that are disturbed by the sum of \(m\) rank-one positive definite matrices of a specific form, namely, \[ A^{(m)} = B+\sqrt B \left( \sum_{i=1}^m v^{(i)} (v^{(i)})^\top\right) \sqrt B, \] with \(B = P \, \text{diag} (\lambda_1 , \dots, \lambda_d) P^\top\), where \(P\) is an orthogonal matrix, \(\lambda_1 \ge \cdots \ge \lambda_d >0\) are the eigenvalues of \(B\), and \(v^{(1)}, \dots , v(m) \in {\mathbb R}^d\). They provide estimates for the eigenvalues and eigenvectors of \(A^{(m)}\). Some upper bounds for the absolute values of the coordinates of the eigenvectors of the perturbed matrix are provided. Numerical experiments related to tightness for the rate in the upper bounds are presented.