Eigenvalue estimates for the resolvent of a non-normal matrix

DOI10.4171/JST/86zbMATH Open1316.15021arXiv1305.7208MaRDI QIDQ2018374FDOQ2018374

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 $1$ (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.

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

Recommendations

• Sharpening a result by E. B. Davies and B. Simon
• Upper bounds for \({\mathbb R}\)-linear resolvents
• Perturbations of functions of diagonalizable matrices
• Condition numbers of matrices with given spectrum
• Estimate for the norm of matrix-valued functions
• An optimal bound for the spectral variation of two matrices
• Optimal bounds for the spectral variation of two regular matrix pairs
• All spectral dominant norms are stable
• The Sensitivity of the Stable Lyapunov Equation
• Estimates of the spectral condition number

zbMATH Keywords

normspectral normMarkov chainsspectrumresolventsnon-normal matrices

Mathematics Subject Classification ID

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

• Title not available (Why is that?)
• The commutant lifting approach to interpolation problems
• Title not available (Why is that?)
• Title not available (Why is that?)
• 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
• Comparison of perturbation bounds for the stationary distribution of a Markov chain

Cited In (13)

• Sharp estimate on the resolvent of a finite-dimensional contraction
• 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

This page was built for publication: Eigenvalue estimates for the resolvent of a non-normal matrix

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2018374)