Perturbation of invariant subspaces ∗
نویسندگان
چکیده
We consider two different theoretical approaches for the problem of the perturbation of invariant subspaces. The first approach belongs to the standard theory. In that approach the bounds for the norm of the perturbation of the projector are proportional to the norm of perturbation matrix, and inversely proportional to the distance between the corresponding eigenvalues and the rest of the spectrum. The second approach belongs to the relative theory which deals only with Hermitian matrices. The bounds which result from this approach are proportional to the size of relative perturbation of matrix elements and the condition number of a scaled matrix, and inversely proportional to the relative gap between the corresponding eigenvalue and the rest of the spectrum. Because of a relative gap these bounds are in some cases less pessimistic than the standard norm estimates.
منابع مشابه
Weak*-closed invariant subspaces and ideals of semigroup algebras on foundation semigroups
Let S be a locally compact foundation semigroup with identity and be its semigroup algebra. Let X be a weak*-closed left translation invariant subspace of In this paper, we prove that X is invariantly complemented in if and only if the left ideal of has a bounded approximate identity. We also prove that a foundation semigroup with identity S is left amenab...
متن کاملPerturbation analysis of Lagrangian invariant subspaces of symplectic matrices
Lagrangian invariant subspaces for symplectic matrices play an important role in the numerical solution of discrete time, robust and optimal control problems. The sensitivity (perturbation) analysis of these subspaces, however, is a difficult problem, in particular, when the eigenvalues are on or close to some critical regions in the complex plane, such as the unit circle. We present a detailed...
متن کاملOn a Perturbation Bound for Invariant Subspaces of Matrices
Given a nonsymmetric matrix A, we investigate the effect of perturbations on an invariant subspace of A. The result derived in this paper is less restrictive on the norm of the perturbation and provides a potentially tighter bound compared to Stewart’s classical result. Moreover, we provide norm estimates for the remainder terms in well-known perturbation expansions for invariant subspaces, eig...
متن کاملRelative perturbation bounds for the eigenvalues of diagonalizable and singular matrices – Application of perturbation theory for simple invariant subspaces
Perturbation bounds for the relative error in the eigenvalues of diagonalizable and singular matrices are derived by using perturbation theory for simple invariant subspaces of a matrix and the group inverse of a matrix. These upper bounds are supplements to the related perturbation bounds for the eigenvalues of diagonalizable and nonsingular matrices. © 2006 Elsevier Inc. All rights reserved. ...
متن کاملPerturbation Bounds for Isotropic Invariant Subspaces of Skew-Hamiltonian Matrices
Abstract. We investigate the behavior of isotropic invariant subspaces of skew-Hamiltonian matrices under structured perturbations. It is shown that finding a nearby subspace is equivalent to solving a certain quadratic matrix equation. This connection is used to derive meaningful error bounds and condition numbers that can be used to judge the quality of invariant subspaces computed by strongl...
متن کاملShift Invariant Spaces and Shift Preserving Operators on Locally Compact Abelian Groups
We investigate shift invariant subspaces of $L^2(G)$, where $G$ is a locally compact abelian group. We show that every shift invariant space can be decomposed as an orthogonal sum of spaces each of which is generated by a single function whose shifts form a Parseval frame. For a second countable locally compact abelian group $G$ we prove a useful Hilbert space isomorphism, introduce range funct...
متن کامل