Perturbation analysis of the eigenvector matrix and singular vector matrices (Q763727)
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English | Perturbation analysis of the eigenvector matrix and singular vector matrices |
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Perturbation analysis of the eigenvector matrix and singular vector matrices (English)
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29 March 2012
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Based on the well-known technique of splitting operators and Lyapunov majorants, perturbation bounds and condition numbers of the eigenvector matrix of a Hermitian matrix with distinct eigenvalues under Hermitian perturbations are presented. Also perturbation bounds and condition numbers of singular vectors matrices are given for the singular value decomposition of a real \(n\times n\) matrix with distinct singular values and a real \((n+1)\times n\) matrix with distinct nonzero singular values, respectively.
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Hermitian matrix
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eigenvector matrix
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perturbation bound
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condition number
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splitting operator
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Lyapunov majorant
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singular value decomposition
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eigenvalues
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