Title of article
Eigenvalue perturbation bounds for Hermitian block tridiagonal matrices
Author/Authors
Nakatsukasa، نويسنده , , Yuji، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2012
Pages
12
From page
67
To page
78
Abstract
We derive new perturbation bounds for eigenvalues of Hermitian matrices with block tridiagonal structure. The main message of this paper is that an eigenvalue is insensitive to blockwise perturbation, if it is well-separated from the spectrum of the diagonal blocks nearby the perturbed blocks. Our bound is particularly effective when the matrix is block-diagonally dominant and graded. Our approach is to obtain eigenvalue bounds via bounding eigenvector components, which is based on the observation that an eigenvalue is insensitive to componentwise perturbation if the corresponding eigenvector components are small. We use the same idea to explain two well-known phenomena, one concerning aggressive early deflation used in the symmetric tridiagonal QR algorithm and the other concerning the extremal eigenvalues of Wilkinson matrices.
Keywords
Hermitian matrix , Wilkinson?s matrix , Aggressive early deflation , eigenvalue perturbation , Block tridiagonal
Journal title
Applied Numerical Mathematics
Serial Year
2012
Journal title
Applied Numerical Mathematics
Record number
1529774
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