Eigenvalue estimates for the resolvent of a non-normal matrix

DOI10.4171/JST/86MaRDI QIDQ2018374zbMATH OpenFDO

Authors Oleg Szehr

Publication date 14 April 2015

Published in Journal of Spectral Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1305.7208

zbMATH Keywords

Markov chainsnon-normal matricesnormresolventsspectral normspectrum

Mathematics Subject Classification ID

Inequalities involving eigenvalues and eigenvectors (15A42) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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 $1$ (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.

Review text

Let \(A\in\mathbb{C}^{n\times n}\), let \(\zeta\in\mathbb{C}\), and denote by \(\sigma(A)\) the spectrum of \(A\). Given a norm \(\|\cdot\|\) on \(\mathbb{C}^{n\times n}\), the problem is to find a good upper bound for \(\|(\zeta-A)^{-1}\|\) a good upper bound depending only on \(\zeta\), \(n\) and~\(\sigma(A)\). In other words, the problem is to find a good function~\(\Phi\) such that \(\|(\zeta-A)^{-1}\|\leq\Phi(\zeta,n,\sigma(A))\) for all \(\zeta\in\mathbb{C}\setminus\sigma(A)\). First, let \(\|\cdot\|\) be the spectral norm. Assuming that \(\|A\|\leq 1\), the author finds the optimal \(\Phi\) and gives explicitly the matrices with equality. This recovers and generalizes results by \textit{E. B. Davies} and \textit{B. Simon} [J. Approx. Theory 141, No. 2, 189--213 (2006; Zbl 1127.47037)]. Second, let \(\|\cdot\|\) be arbitrary. Assuming that \(\sup_{k\geq 0}\|A^k\|\leq C\) for some constant~\(C\), he finds the strongest~\(\Phi\) so far. Finally, he applies these results in studying the sensitivity of stationary states of a classical or quantum Markov chain with respect to perturbations of the transition matrix.

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Cites work

• Comparison of perturbation bounds for the stationary distribution of a Markov chain
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• Estimates for norms of resolvents and an application to the perturbation of spectra
• scientific article; zbMATH DE number 1757925 (Why is no real title available?)
• scientific article; zbMATH DE number 967931 (Why is no real title available?)
• Linear operators and their spectra
• The commutant lifting approach to interpolation problems

Cited in

(16)

• Condition numbers of matrices with given spectrum
• Explicit counterexamples to Schäffer's conjecture
• Sharpening a result by E. B. Davies and B. Simon
• Norm estimates of the Fourier series coefficients of the matrix resolvent
• Spectral convergence bounds for classical and quantum Markov processes
• The role eigenvalues play in forming GMRES residual norms with non-normal matrices
• Some estimates for eigenvalues and singular values of normal matrices
• Wielandt's theorem and a resolvent estimate
• Infinite-dimensional features of matrices and pseudospectra
• Maximum of the resolvent over matrices with given spectrum
• Spectral variation bounds in hyperbolic geometry
• On the condition number of a Kreiss matrix
• Perturbation and Inverse Problems of Stochastic Matrices
• Schwarz-Pick type inequalities from an operator theoretical point of view
• On the Fourier coefficients of powers of a finite Blaschke product
• Sharp estimate on the resolvent of a finite-dimensional contraction

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