Perturbation behavior of a multiple eigenvalue in generalized Hermitian eigenvalue problems
Yuji Nakatsukasa
Abstract
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Yuji Nakatsukasa
Abstract
Open-access reader
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.
Key concepts: Eigenvalues and eigenvectors, Hermitian matrix, Eigenvalue perturbation, Divide-and-conquer eigenvalue algorithm, Mathematics, Perturbation (astronomy), Rayleigh–Ritz method, Eigendecomposition of a matrix