The Eigenvalue Problem: Perturbation Theory The Unsymmetric Eigenvalue Problem

نویسنده

  • Jim Lambers
چکیده

The Unsymmetric Eigenvalue Problem Just as the problem of solving a system of linear equations Ax = b can be sensitive to perturbations in the data, the problem of computing the eigenvalues of a matrix can also be sensitive to perturbations in the matrix. We will now obtain some results concerning the extent of this sensitivity. Suppose that A is obtained by perturbing a diagonal matrix D by a matrix F whose diagonal entries are zero; that is, A = D + F . If is an eigenvalue of A with corresponding eigenvector x, then we have (D − I)x + Fx = 0. If is not equal to any of the diagonal entries of A, then D − I is nonsingular and we have x = −(D − I)−1Fx. Taking ∞-norms of both sides, we obtain ∥x∥∞ = ∥(D − I)Fx∥∞ ≤ ∥(D − I)F∥∞∥x∥∞,

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تاریخ انتشار 2010