The effect of the perturbation of hermitian matrices on their eigenvectors

We show that under some appropriate normalization, the eigenvectors corresponding to the maximal and minimal eigenvalues of a hermitian matrix subjected to a small perturbation by a positive semidefinite matrix decrease and increase in length, respectively. It is also shown that an eigenvector of a...

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Veröffentlicht in:SIAM journal on algebraic and discrete methods 1985-04, Vol.6 (2), p.201-209
Hauptverfasser: DE PILLIS, J, NEUMANN, M
Format: Artikel
Sprache:eng
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Zusammenfassung:We show that under some appropriate normalization, the eigenvectors corresponding to the maximal and minimal eigenvalues of a hermitian matrix subjected to a small perturbation by a positive semidefinite matrix decrease and increase in length, respectively. It is also shown that an eigenvector of a general matrix corresponding to an eigenvalue which increases in modulus must, if normalized in some particular fashion, eventually decrease in length if the matrix undergoes a sufficiently large perturbation.
ISSN:0196-5212
0895-4798
2168-345X
1095-7162
DOI:10.1137/0606018