Eigenvalue estimates for the resolvent of a non-normal matrix
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Publication:2018374
DOI10.4171/JST/86zbMATH Open1316.15021arXiv1305.7208MaRDI QIDQ2018374FDOQ2018374
Authors: Oleg Szehr 
Publication date: 14 April 2015
Published in: Journal of Spectral Theory (Search for Journal in Brave)
Abstract: We investigate the relation between the spectrum of a non-normal matrix and the norm of its resolvent. We provide spectral estimates for the resolvent of matrices whose largest singular value is bounded by (so-called Hilbert space contractions) and for power-bounded matrices. In the first case our estimate is optimal and we present explicit matrices that achieve equality in the bound. This result recovers and generalizes previous estimates obtained by E.B. Davies and B. Simon in the study of orthogonal polynomials on the unit circle. In case of power-bounded matrices we achieve the strongest estimate so far. Our result unifies previous approaches, where the resolvent was estimated in certain restricted regions of the complex plane. To achieve our estimates we relate the problem of bounding the norm of a function of a matrix to a Nevanlinna-Pick interpolation problem in a corresponding function space. In case of Hilbert space contractions this problem is connected to the theory of compressed shift operators to which we contribute by providing explicit matrix representations for such operators. Finally, we apply our results to study the sensitivity of the stationary states of a classical or quantum Markov chain with respect to perturbations of the transition matrix.
Full work available at URL: https://arxiv.org/abs/1305.7208
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Inequalities involving eigenvalues and eigenvectors (15A42) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60)
Cites Work
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- Eigenvalue estimates for non-normal matrices and the zeros of random orthogonal polynomials on the unit circle
- Estimates for norms of resolvents and an application to the perturbation of spectra
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Cited In (14)
- Sharp estimate on the resolvent of a finite-dimensional contraction
- Sharpening a result by E. B. Davies and B. Simon
- Perturbation and Inverse Problems of Stochastic Matrices
- Some estimates for eigenvalues and singular values of normal matrices
- Schwarz-Pick type inequalities from an operator theoretical point of view
- On the condition number of a Kreiss matrix
- Norm estimates of the Fourier series coefficients of the matrix resolvent
- Infinite-dimensional features of matrices and pseudospectra
- Maximum of the resolvent over matrices with given spectrum
- The role eigenvalues play in forming GMRES residual norms with non-normal matrices
- Spectral variation bounds in hyperbolic geometry
- Spectral convergence bounds for classical and quantum Markov processes
- Explicit counterexamples to Schäffer's conjecture
- Condition numbers of matrices with given spectrum
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