Refined Perturbation Bounds for Eigenvalues of Hermitian and Non-Hermitian Matrices

  • Authors:
  • I. C. F. Ipsen;B. Nadler

  • Affiliations:
  • ipsen@ncsu.edu and http://www4.ncsu.edu/$\'!_{^{\'scriptscriptstyle\'sim}}\'!$ipsen/;boaz.nadler@weizmann.ac.il

  • Venue:
  • SIAM Journal on Matrix Analysis and Applications
  • Year:
  • 2009

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Abstract

We present eigenvalue bounds for perturbations of Hermitian matrices and express the change in eigenvalues in terms of a projection of the perturbation onto a particular eigenspace, rather than in terms of the full perturbation. The perturbations we consider are Hermitian of rank one, and Hermitian or non-Hermitian with norm smaller than the spectral gap of a specific eigenvalue. Applications include principal component analysis under a spiked covariance model, and pseudo-arclength continuation methods for the solution of nonlinear systems.