Asymptotic estimations of a perturbed symmetric eigenproblem

DOI10.1016/J.AML.2023.108951MaRDI QIDQ6202733zbMATH OpenOpenAlexFDO

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

• 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
• scientific article; zbMATH DE number 1215246 (Why is no real title available?)
• 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 behavior of eigenvalues and singular values under perturbations of restricted rank
• The Rotation of Eigenvectors by a Perturbation. III

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