Perturbation analysis of the eigenvector matrix and singular vector matrices (Q763727)

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scientific article; zbMATH DE number 6019754
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Perturbation analysis of the eigenvector matrix and singular vector matrices
scientific article; zbMATH DE number 6019754

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    Perturbation analysis of the eigenvector matrix and singular vector matrices (English)
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    29 March 2012
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    Based on the well-known technique of splitting operators and Lyapunov majorants, perturbation bounds and condition numbers of the eigenvector matrix of a Hermitian matrix with distinct eigenvalues under Hermitian perturbations are presented. Also perturbation bounds and condition numbers of singular vectors matrices are given for the singular value decomposition of a real \(n\times n\) matrix with distinct singular values and a real \((n+1)\times n\) matrix with distinct nonzero singular values, respectively.
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    Hermitian matrix
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    eigenvector matrix
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    perturbation bound
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    condition number
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    splitting operator
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    Lyapunov majorant
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    singular value decomposition
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    eigenvalues
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