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.
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页码：179 / 194
页数：16
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