Eigenvector dynamics: General theory and some applications
نویسندگان
چکیده
منابع مشابه
Eigenvector dynamics: General theory and some applications.
We propose a general framework to study the stability of the subspace spanned by P consecutive eigenvectors of a generic symmetric matrix H0 when a small perturbation is added. This problem is relevant in various contexts, including quantum dissipation (H0 is then the Hamiltonian) and financial risk control (in which case H0 is the assets' return covariance matrix). We argue that the problem ca...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2012
ISSN: 1539-3755,1550-2376
DOI: 10.1103/physreve.86.046202