Asymptotic estimations of a perturbed symmetric eigenproblem - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Journal Articles Applied Mathematics Letters Year : 2024

Asymptotic estimations of a perturbed symmetric eigenproblem

Abstract

We study ill-conditioned positive definite matrices that are disturbed by the sum of $m$ rank-one matrices of a specific form. We provide estimates for the eigenvalues and eigenvectors. When the condition number of the initial matrix tends to infinity, we bound the values of the coordinates of the eigenvectors of the perturbed matrix. Equivalently, in the coordinate system where the initial matrix is diagonal, we bound the rate of convergence of coordinates that tend to zero.
Fichier principal
Vignette du fichier
rankmu-update.pdf (202.88 Ko) Télécharger le fichier
Origin Files produced by the author(s)
Licence

Dates and versions

hal-04386103 , version 1 (10-01-2024)

Licence

Identifiers

Cite

Armand Gissler, Anne Auger, Nikolaus Hansen. Asymptotic estimations of a perturbed symmetric eigenproblem. Applied Mathematics Letters, 2024, 150, pp.108951. ⟨10.1016/j.aml.2023.108951⟩. ⟨hal-04386103⟩
26 View
44 Download

Altmetric

Share

Gmail Mastodon Facebook X LinkedIn More