Asymptotic estimations of a perturbed symmetric eigenproblem

DOI10.1016/J.AML.2023.108951MaRDI QIDQ6202733OpenAlexFDO

Authors Armand Gissler, Anne Auger, Nikolaus Hansen

Publication date 27 February 2024

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2403.06983

zbMATH Keywords

estimation of eigenvectorsperturbation of symmetric matrices

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Inequalities involving eigenvalues and eigenvectors (15A42) Hermitian, skew-Hermitian, and related matrices (15B57) Perturbation theory of linear operators (47A55)

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Cites work

• scientific article; zbMATH DE number 1215246 (Why is no real title available?)
• An adaptive Metropolis algorithm
• An overview of relative \(\sin\Theta\) theorems for invariant subspaces of complex matrices
• Eigenvalues of rank-one updated matrices with some applications
• Global linear convergence of evolution strategies with recombination on scaling-invariant functions
• Inequalities for the eigenvectors associated to extremal eigenvalues in rank one perturbations of symmetric matrices
• Linear Convergence of Comparison-based Step-size Adaptive Randomized Search via Stability of Markov Chains
• Markov chains and stochastic stability
• Matrix algorithms. Vol. 2: Eigensystems
• On a perturbation bound for invariant subspaces of matrices
• Rank-one modification of the symmetric eigenproblem
• Refined perturbation bounds for eigenvalues of Hermitian and non-Hermitian matrices
• Relative perturbation bound for invariant subspaces of graded indefinite Hermitian matrices
• Some Modified Matrix Eigenvalue Problems
• Spectral Perturbation Bounds for Positive Definite Matrices
• Stochastic optimization in system design
• The Rotation of Eigenvectors by a Perturbation. III
• The behavior of eigenvalues and singular values under perturbations of restricted rank

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