Matrix Perturbation Theory in the Tangent Space of Isospectral Matrices
Abstract: Eigenvalue and eigenvector perturbation theory is a fundamental topic in several disciplines, including numerical linear algebra, quantum physics, and related fields. The central problem is to understand how the eigenvalues and eigenvectors of a matrix change under the addition of a perturbation matrix . Much of the existing literature focuses on structured perturbations. For example, in [C.-K. Li and R.-C. Li, Linear Algebra Appl. 2005], the matrix is assumed to be Hermitian and block diagonal, while the perturbation is Hermitian and block off-diagonal. In this work, we investigate a different structured setting in which the perturbation has the commutator form for some matrix , which we show to be a generalization of the block diagonal structure considered by Li and Li. First, we extend their main result by showing that the perturbation of the -th eigenvalue of , denoted by , is of order , where is the spectral gap associated with . Second, we provide a detailed analysis of the role played by the matrix in the perturbation of the eigenvectors. This analysis is further generalized to the case of block-diagonal matrices with multiple eigenvalues, as well as to perturbed singular values and eigenvalues of Jordan blocks.
Paper Prompts
Sign up for free to create and run prompts on this paper.