Perturbation of eigenvalues of matrix pencils and optimal assignment problem
Spectral Theory
2007-05-23 v1
Abstract
We consider a matrix pencil whose coefficients depend on a positive parameter , and have asymptotic equivalents of the form when goes to zero, where the leading coefficient is complex, and the leading exponent is real. We show that the asymptotic equivalent of every eigenvalue of the pencil can be determined generically from the asymptotic equivalents of the coefficients of the pencil. The generic leading exponents of the eigenvalues are the "eigenvalues" of a min-plus matrix pencil. The leading coefficients of the eigenvalues are the eigenvalues of auxiliary matrix pencils, constructed from certain optimal assignment problems.
Cite
@article{arxiv.math/0402438,
title = {Perturbation of eigenvalues of matrix pencils and optimal assignment problem},
author = {Marianne Akian and Ravindra Bapat and Stephane Gaubert},
journal= {arXiv preprint arXiv:math/0402438},
year = {2007}
}
Comments
8 pages