Perturbation analysis of the eigenvector matrix and singular vector matrices

DOI10.11650/TWJM/1500406535MaRDI QIDQ763727zbMATH OpenOpenAlexFDO

Authors Wen Li, Wei-Wei Xu, Xiao Shan Chen

Publication date 29 March 2012

Published in Taiwanese Journal of Mathematics (Search for Journal in Brave)

Full work available at URL http://journal.taiwanmathsoc.org.tw/index.php/TJM/article/view/1588

zbMATH Keywords

condition numbereigenvalueseigenvector matrixHermitian matrixLyapunov majorantperturbation boundsingular value decompositionsplitting operator

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Review text

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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(15)

• Computing stable eigendecompositions of matrices
• Perturbation analysis for the eigenvalue problem of a formal product of matrices
• Perturbation analysis for the Takagi vector matrix
• Perturbation analysis for the sign functions of regular matrix pairs.
• scientific article; zbMATH DE number 4018238 (Why is no real title available?)
• scientific article; zbMATH DE number 4204572 (Why is no real title available?)
• The Effect of the Perturbation of Hermitian Matrices on their Eigenvectors
• Nonlocal sensitivity analysis of the eigensystem of a matrix with distinct eigenvalues
• A Bound for the Matrix Square Root with Application to Eigenvector Perturbation
• First-Order Perturbation Analysis of Singular Vectors in Singular Value Decomposition
• Singular vector perturbation under Gaussian noise
• Davis-Kahan theorem under a moderate gap condition
• The Convergence and Error Analysis of Coordinate Descent Methods with Compression for Full Configuration Interaction
• Eigenvector decorrelation for random matrices
• Multiplicative perturbation bounds for spectral and singular value decompositions

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• JDQR
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