Sensitivity of the eigenvalues of a defective matrix

MaRDI QIDQ789868zbMATH OpenFDO

Authors Jingkun Wu

Publication date 1983

Published in Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

zbMATH Keywords

defective matrixmultiple eigenvaluessensitivity of the eigenvaluessmall perturbations

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Inequalities involving eigenvalues and eigenvectors (15A42) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Review text

\textit{G. H. Golub} and \textit{J. H. Wilkinson} [SIAM Rev. 18, 578-619 (1976; Zbl 0341.65027)] indicated that it is possible for a matrix to be highly defective without its eigenvalues being unduly sensitivity. However, it hasn't been interpreted yet. This paper gives an estimate of sensitivity of the eigenvalues for a defective matrix (so that for a general matrix). It generalizes not only all special results of Wilkinson, Stewart, Bauer and Fike, when the eigenvalue is simple and when the matrix is nondefective, but also it interprets this phenomenon.

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Cited in

(4)

• Sensitivity of the Hermite rank
• Sensitivity and computation of a defective eigenvalue
• Berechnung der Parameterempfindlichkeiten der Eigenwerte aus der Resolvente einer Matrix
• The sensitivity of defective multiple eigenvalues for recurrent event data

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