Related papers: Perturbation estimation for the parallel sum of He…
Suppose that A is a set of n real numbers, each at least 1 apart. Define the ``perturbed sum and product sets'' S and P to be the sums a + b + f(a,b) and products (a+g(a,b))(b+h(a,b)), where f, g, and h satisfy certain upper bounds in terms…
Consider a matrix function f defined for Hermitian matrices. The purpose of this paper is two-fold. We derive new results for the absolute structured condition number of the matrix function and we derive new bounds for the perturbation…
Consider the matrix equation $X+ A^*\widehat{X}^{-1}A=Q$, where $Q$ is an $n \times n$ Hermitian positive definite matrix, $A$ is an $mn\times n$ matrix, and $\widehat{X}$ is the $m\times m$ block diagonal matrix with $X$ on its diagonal.…
Let A and E be Hermitian self-adjoint matrices, where A is fixed and E a small perturbation. We study how the eigenvalues and eigenvectors of A+E depend on E, with the aim of obtaining first order formulas (and when possible also second…
Combined perturbation bounds are presented for eigenvalues and eigenspaces of Hermitian matrices or singular values and singular subspaces of general matrices. The bounds are derived based on the smooth decompositions and elementary…
The addition of noise has a regularizing effect on Hermitian matrices. This effect is studied here for $H=A+V$, where $A$ is the base matrix and $V$ is sampled from the GOE or the GUE random matrix ensembles. We bound the mean number of…
In this paper, we derive new relative perturbation bounds for eigenvectors and eigenvalues for regular quadratic eigenvalue problems of the form $\lambda^2 M x + \lambda C x + K x = 0$, where $M$ and $K$ are nonsingular Hermitian matrices…
Two complex matrix pairs $(A,B)$ and $(A',B')$ are contragrediently equivalent if there are nonsingular $S$ and $R$ such that $(A',B')=(S^{-1}AR,R^{-1}BS)$. M.I. Garc\'{\i}a-Planas and V.V. Sergeichuk (1999) constructed a miniversal…
We construct a quantum-inspired classical algorithm for computing the permanent of Hermitian positive semidefinite matrices, by exploiting a connection between these mathematical structures and the boson sampling model. Specifically, the…
We study ill-conditioned positive definite matrices that are disturbed by the sum of $m$ rank-one matrices of a specific form. We provide estimates for the eigenvalues and eigenvectors. When the condition number of the initial matrix tends…
The classical Hermitian eigenvalue problem addresses the following question: What are the possible eigenvalues of the sum A+B of two Hermitian matrices A and B, provided we fix the eigenvalues of A and B. A systematic study of this problem…
Let $H$ be a positive semi-definite matrix partitioned in $\beta\times \beta$ Hermitian blocks, $H=[A_{s,t}]$, $1\le s,t,\le \beta$. Then, for all symmetric norms, {equation*} \| H \| \le \| \sum_{s=1}^{\beta} A_{s,s} \|. {equation*} The…
Hermitian and unitary matrices are two representatives of the class of normal matrices whose full eigenvalue decomposition can be stably computed in quadratic computing com plexity. Recently, fast and reliable eigensolvers dealing with low…
$R_+^{n\times n}$ denotes the set of $n\times n$ non-negative matrices. For $A\in R_+^{n\times n}$ let $\Omega(A)$ be the set of all matrices that can be formed by permuting the elements within each row of $A$. Formally: $$\Omega(A)=\{B\in…
Leveraging tools from convex analysis and incorporating additional singular value information of matrices, we completely resolve the problem of establishing perturbation bounds for the Frobenius norm of subunitary and positive polar…
The product of a Hermitian matrix and a positive semidefinite matrix has only real eigenvalues. We present bounds for sums of eigenvalues of such a product.
We propose a localized divide and conquer algorithm for inverse factorization $S^{-1} = ZZ^*$ of Hermitian positive definite matrices $S$ with localized structure, e.g. exponential decay with respect to some given distance function on the…
We investigate compressibility of the dimension of positive semidefinite matrices while approximately preserving their pairwise inner products. This can either be regarded as compression of positive semidefinite factorizations of…
We prove quadratic eigenvalue perturbation bounds for generalized Hermitian eigenvalue problems. The bounds are proportional to the square of the norm of the perturbation matrices divided by the gap between the spectrums. Using the results…
We prove two inequalities regarding the ratio $\det(A+D)/\det A$ of the determinant of a positive-definite matrix $A$ and the determinant of its perturbation $A+D$. In the first problem, we study the perturbations that happen when positive…