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Off-Diagonal Perturbation, First-Order Approximation and Quadratic Residual Bounds for Matrix Eigenvalue Problems
[chapter]
2017
Lecture Notes in Computational Science and Engineering
When a symmetric block diagonal matrix A 1 A 2 undergoes an offdiagonal perturbation A 1 E 12 E 21 A 2 , the eigenvalues of these matrices are known to differ only by O( E 12 2 gap ), which scales quadratically with the norm of the perturbation. Here gap measures the distance between eigenvalues, and plays a key role in the constant. Closely related is the first-order perturbation expansion for simple eigenvalues of a matrix. It turns out that the accuracy of the first-order approximation is
doi:10.1007/978-3-319-62426-6_15
fatcat:wfk6pgziorbe3kjri72rv2kl3y