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 |
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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. |
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ISSN: | 0196-5212 0895-4798 2168-345X 1095-7162 |
DOI: | 10.1137/0606018 |