Abstract
Let $A$ be an $n \times n$ Hermitian matrix and $A = U \Lambda U^H$ be its spectral decomposition, where $U$ is a unitary matrix of order $n$ and $\Lambda$ 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 $n \times n$ or $(n+1) \times n$ matrix. The results are illustrated by numerical examples.
Citation
Xiao Shan Chen. Wen Li. Wei Wei Xu. "PERTURBATION ANALYSIS OF THE EIGENVECTOR MATRIX AND SINGULAR VECTOR MATRICES." Taiwanese J. Math. 16 (1) 179 - 194, 2012. https://doi.org/10.11650/twjm/1500406535
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