Perturbation of invariant subspaces for ill-conditioned eigensystem

He Lyu; Rongrong Wang

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arXiv · 2203.00068

Perturbation of invariant subspaces for ill-conditioned eigensystem

He Lyu·Rongrong Wang

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Abstract

Given a diagonalizable matrix $A$, we study the stability of its invariant subspaces when its matrix of eigenvectors is ill-conditioned. Let $\mathcal{X}_1$ be some invariant subspace of $A$ and $X_1$ be the matrix storing the right eigenvectors that spanned $\mathcal{X}_1$. It is generally believed that when the condition number $\kappa_2(X_1)$ gets large, the corresponding invariant subspace $\mathcal{X}_1$ will become unstable to perturbation. This paper proves that this is not always the case. Specifically, we show that the growth of $\kappa_2(X_1)$ alone is not enough to destroy the stability. As a direct application, our result ensures that when $A$ gets closer to a Jordan form, one may still estimate its invariant subspaces from the noisy data stably.

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He Lyu, Rongrong Wang. 2022-02-28. Perturbation of invariant subspaces for ill-conditioned eigensystem. https://arxiv.org/abs/2203.00068

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