Summary
This paper concerns two closely related topics: the behavior of the eigenvalues of graded matrices and the perturbation of a nondefective multiple eigenvalue. We will show that the eigenvalues of a graded matrix tend to share the graded structure of the matrix and give precise conditions insuring that this tendency is realized. These results are then applied to show that the secants of the canonical angles between the left and right invariant of a multiple eigenvalue tend to characterize its behavior when its matrix is slightly perturbed.
Similar content being viewed by others
References
Barlow, J., Demmel, J.: Computing accurate eigensystems of scaled diagonally dominant matrices. Technical report 421, Computer Science Department, Courant Institute (1988). SIAM J. Numer. Anal. (to appear)
J. Demmel, J.: The smallest perturbation of a submatrix which lowers the rank and constrained total least squares problems. SIAM J. Numer. Anal.24, 199–206 (1987)
Demmel, J., Veselic, K.: Jacobi's method is more accurate than QR. Technical report 468, Computer Science Department, New York University, 1989
Golub, G., Hoffman, A., Stewart, G.W.: A Generalization of the Echart-Young Matrix Approximation Theorem. Linear Algebra Appl.88/89, 317–327 (1987)
Golub, G.H., Van Loan, C.F.: Matrix computations, 2nd ed. Baltimore, Maryland: Johns Hopkins University Press 1989
Stewart, G.W.: Error and perturbation bounds for subspaces associated with certain eigenvalue problems. SIAM Review15, 727–764 (1973)
Stewart, G.W.: On the Asymptotic Behavior of Scaled Singular Value and QR Decompositions. Math. Comput.43, 483–489 (1984)
Stewart, G.W., Sun, J.-G.: Matrix perturbation theory. Boston: Academic Press 1990
Sun, J.-G.: A note on local behavior of multiple eigenvalues. SIAM J. Matrix Anal. Appl.10, 533–541 (1989)
Author information
Authors and Affiliations
Additional information
This work was supported in part by the Air Force Office of Sponsored Research under Contract AFOSR-87-0188
Rights and permissions
About this article
Cite this article
Stewart, G.W., Zhang, G. Eigenvalues of graded matrices and the condition numbers of a multiple eigenvalue. Numer. Math. 58, 703–712 (1990). https://doi.org/10.1007/BF01385650
Received:
Issue Date:
DOI: https://doi.org/10.1007/BF01385650