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2012 PERTURBATION ANALYSIS OF THE EIGENVECTOR MATRIX AND SINGULAR VECTOR MATRICES
Xiao Shan Chen, Wen Li, Wei Wei Xu
Taiwanese J. Math. 16(1): 179-194 (2012). DOI: 10.11650/twjm/1500406535
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.

Copyright © 2012 The Mathematical Society of the Republic of China
Xiao Shan Chen, Wen Li, and Wei Wei Xu "PERTURBATION ANALYSIS OF THE EIGENVECTOR MATRIX AND SINGULAR VECTOR MATRICES," Taiwanese Journal of Mathematics 16(1), 179-194, (2012). https://doi.org/10.11650/twjm/1500406535
Published: 2012
Vol.16 • No. 1 • 2012
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