• 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