The generalized Levinger transformation (Q848560)
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English | The generalized Levinger transformation |
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The generalized Levinger transformation (English)
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4 March 2010
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New results relating the numerical range of a matrix \(A\) with the generalized Levinger transformation \[ \mathcal L(A,\alpha ,\beta) = \alpha H_A +\beta S_A = \frac{\alpha+\beta}2A+ \frac{\alpha-\beta}2A^* \] are presented; here \(H_A\) and \(S_A\) are the Hermitian and skew-Hermitian parts of \(A\), respectively. This relationship is used to obtain results on eigenvalues and eigenvectors of the perturbed matrix of the form \(A+\mathcal L(E,\alpha ,\beta)\), where \(E\) is a fixed matrix, and \(\alpha, \beta \) are small real parameters. The first part of the paper contains geometric properties of numerical range of \(\mathcal L(A,\alpha,\beta) \) and bounds are given for the real and imaginary parts of eigenvalues of \(\mathcal L(A,\alpha,\beta) \). In the second part, the Levinger transformation is applied to a given fixed matrix \(E\), viewed as a perturbation matrix, whose activity on a matrix \(A\) depends only on the parameters \(\alpha\) and \(\beta\). A necessary and sufficient condition for a normal matrix to remain normal under a perturbation by a symmetric and rank one matrix is given, and an~approximation of a perturbed eigenpair of a diagonalizable matrix \(A\) in terms of two parameters is considered. As an application, a sufficient condition for the perturbed eigenpair to be first order approximation of the corresponding simple eigenpair of initial matrix \(A\) is given, and two numerical examples to illustrate the results obtained are presented.
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numerical range
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generalized inverses
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perturbation theory
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eigenvalues
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eigenvectors
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field of values
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control and systems theory
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sensitivity
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Levinger transformation
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normal matrix
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numerical examples
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