A relative perturbation bound for positive definite matrices (Q1377513)
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scientific article; zbMATH DE number 1109506
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A relative perturbation bound for positive definite matrices |
scientific article; zbMATH DE number 1109506 |
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A relative perturbation bound for positive definite matrices (English)
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26 January 1998
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The author gives an asymptotically sharp bound on the angles between perturbed and unperturbed eigenvectors of a symmetrically perturbed symmetric positive definite matrix. The estimate implies also a bound on the perturbation of the eigenvectors. The proof is surpassingly simple. (There is an unpleasant misprint in the statement of Theorem 1 where ``+'' in equation (2) should be replaced by ``-'').
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perturbation bound
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eigenvectors
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symmetric positive definite matrix
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