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Perturbation of invariant subspaces

N. Truhar

Full text: english pdf 158 Kb

page 51-59

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We consider two different theoretical approaches
for the problem of the perturbation of invariant subspaces.
The first approach belongs to the standard theory.
In that approach the bounds for the norm of the perturbation of the projector are proportional to the norm of perturbation matrix, and inversely proportional to the distance between the corresponding eigenvalues and the rest of the spectrum.
The second approach belongs to the relative theory which deals only with Hermitian matrices. The bounds which result from this approach are proportional to the size of relative perturbation of matrix elements
and the condition number of a scaled matrix, and inversely proportional to the relative gap between the corresponding eigenvalue and the rest of the spectrum. Because of a relative gap these bounds are in some cases less pessimistic than the standard norm estimates.


perturbation bound, invariant subspace, orthogonal projection

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