PERTURBATION ANALYSIS OF THE EIGENVECTOR MATRIX AND SINGULAR VECTOR MATRICES

被引：5

作者：

Chen, Xiao Shan ^{[1
]}

Li, Wen ^{[1
]}

Xu, Wei Wei ^{[2
]}

机构：

[1] S China Normal Univ, Sch Math, Guangzhou 510631, Guangdong, Peoples R China

[2] Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, Beijing 100080, Peoples R China

来源：

TAIWANESE JOURNAL OF MATHEMATICS | 2012年 / 16卷 / 01期

基金：

中国国家自然科学基金;

关键词：

Eigenvector matrix; Singular vector matrix; Condition number; Frobenius norm; SCHUR; BOUNDS; SUBSPACES;

D O I：

10.11650/twjm/1500406535

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Let A be an n x n Hermitian matrix and A = U Lambda U-H be its spectral decomposition, where U is a unitary matrix of order n and A is a diagonal matrix. In this note we present the perturbation bound and condition number of the eigenvector matrix U of A with distinct eigenvalues. A perturbation bound of singular vector matrices is also given for a real n x n or (n + 1) x n matrix. The results are illustrated by numerical examples.

引用

页码：179 / 194

页数：16

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