Perturbation bounds of eigenvalues of Hermitian matrices with block structures

Yuji Nakatsukasa

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arXiv · 1008.5218

Perturbation bounds of eigenvalues of Hermitian matrices with block structures

Yuji Nakatsukasa

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Abstract

We derive new perturbation bounds for eigenvalues of Hermitian matrices with block structures. The structures we consider range from a standard 2-by-2 block form to block tridiagonal and tridigaonal forms. The main idea is the observation that an eigenvalue is insensitive to componentwise perturbations if the corresponding eigenvector components are small. We show that the same idea can be used to explain two well-known phenomena, one concerning extremal eigenvalues of Wilkinson's matrices and another concerning the efficiency of aggressive early deflation applied to the symmetric tridiagonal QR algorithm.

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Yuji Nakatsukasa. 2010-08-31. Perturbation bounds of eigenvalues of Hermitian matrices with block structures. https://arxiv.org/abs/1008.5218

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