2010BIT Numerical MathematicsOpen access

Perturbation behavior of a multiple eigenvalue in generalized Hermitian eigenvalue problems

Yuji Nakatsukasa

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Abstract

We show that a multiple eigenvalue has different sensitivities under perturbations in a generalized Hermitian eigenvalue problem. Our result provides a solution to a question raised by Stewart and Sun. We also show how this difference of sensitivities plays a role in the eigenvalue forward error analysis after the Rayleigh-Ritz process, for which we present an approach that provides tight bounds.

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We show that a multiple eigenvalue has different sensitivities under perturbations in a generalized Hermitian eigenvalue problem. Our result provides a solution to a question raised by Stewart and Sun. We also show how this difference of sensitivities plays a role in the eigenvalue forward error analysis after the Rayleigh-Ritz process, for which we present an approach that provides tight bounds.

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Available abstract

We show that a multiple eigenvalue has different sensitivities under perturbations in a generalized Hermitian eigenvalue problem. Our result provides a solution to a question raised by Stewart and Sun. We also show how this difference of sensitivities plays a role in the eigenvalue forward error analysis after the Rayleigh-Ritz process, for which we present an approach that provides tight bounds.

Key concepts: Eigenvalues and eigenvectors, Hermitian matrix, Eigenvalue perturbation, Divide-and-conquer eigenvalue algorithm, Mathematics, Perturbation (astronomy), Rayleigh–Ritz method, Eigendecomposition of a matrix

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