Perturbation of invariant subspaces

We consider two different theoretical approaches for the problem of the perturbation of invariant subspaces. The first approach belongs to the standard theory. In that approach the bounds for the norm of the perturbation of the projector are proportional to the norm of perturbation matrix, and inver...

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Veröffentlicht in:Mathematical Communications 1996-06, Vol.1 (1), p.51
1. Verfasser: Truhar, N
Format: Artikel
Sprache:eng
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Zusammenfassung:We consider two different theoretical approaches for the problem of the perturbation of invariant subspaces. The first approach belongs to the standard theory. In that approach the bounds for the norm of the perturbation of the projector are proportional to the norm of perturbation matrix, and inversely proportional to the distance between the corresponding eigenvalues and the rest of the spectrum. The second approach belongs to the relative theory which deals only with Hermitian matrices. The bounds which result from this approach are proportional to the size of relative perturbation of matrix elements and the condition number of a scaled matrix, and inversely proportional to the relative gap between the corresponding eigenvalue and the rest of the spectrum. Because of a relative gap these bounds are in some cases less pessimistic than the standard norm estimates.
ISSN:1331-0623
1848-8013