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We improve and expand in two directions the theory of norms on complex matrices induced by random vectors. We first provide a simple proof of the classification of weakly unitarily invariant norms on the Hermitian matrices. We use this to…

Functional Analysis · Mathematics 2023-10-26 Ángel Chávez , Stephan Ramon Garcia , Jackson Hurley

Matrix-valued measures provide a natural language for the theory of finite rank perturbations. In this paper we use this language to prove some new perturbation theoretic results. Our main result is a generalization of the…

Spectral Theory · Mathematics 2022-05-20 Constanze Liaw , Sergei Treil

We present first-order perturbation analysis of a simple eigenvalue and the corresponding right and left eigenvectors of a general square matrix, not assumed to be Hermitian or normal. The eigenvalue result is well known to a broad…

Numerical Analysis · Mathematics 2019-06-04 Anne Greenbaum , Ren-cang Li , Michael L. Overton

The current work applies some recent combinatorial tools due to Jain to control the eigenvalue gaps of a matrix $M_n = M + N_n$ where $M$ is deterministic, symmetric with large operator norm and $N_n$ is a random symmetric matrix with…

Probability · Mathematics 2022-11-02 Kyle Luh , Ryan Vogel , Alan Yu

Modern applications in statistics, computer science and network science have seen tremendous values of finer matrix spectral perturbation theory. In this paper, we derive a generic $\ell_{2\rightarrow\infty}$ eigenspace perturbation bound…

Probability · Mathematics 2020-04-28 Lihua Lei

We establish a new perturbation theory for orthogonal polynomials using a Riemann--Hilbert approach and consider applications in numerical linear algebra and random matrix theory. This new approach shows that the orthogonal polynomials with…

Probability · Mathematics 2022-09-23 Xiucai Ding , Thomas Trogdon

We revisit the relative perturbation theory for invariant subspaces of positive definite matrix pairs. As a prototype model problem for our results we consider parameter dependent families of eigenvalue problems. We show that new estimates…

Numerical Analysis · Mathematics 2010-11-22 Luka Grubišić , Ninoslav Truhar , Krešimir Veselić

A key advantage of isogeometric discretizations is their accurate and well-behaved eigenfrequencies and eigenmodes. For degree two and higher, however, optical branches of spurious outlier frequencies and modes may appear due to boundaries…

Numerical Analysis · Mathematics 2022-02-16 Thi-Hoa Nguyen , René R. Hiemstra , Stein K. F. Stoter , Dominik Schillinger

This work is to provide a comprehensive treatment of the relationship between the theory of the generalized (palindromic) eigenvalue problem and the theory of the Sylvester-type equations. Under a regularity assumption for a specific matrix…

Numerical Analysis · Mathematics 2014-12-03 Matthew M. Lin , Chun-Yueh Chiang

Mirsky proved that, for the existence of a complex matrix with given eigenvalues and diagonal entries, the obvious necessary condition is also sufficient. We generalize this theorem to matrices over any field and provide a short proof.…

Rings and Algebras · Mathematics 2013-01-22 Dragomir Z. Djokovic

We study the perturbation by a critical term and a $(p-1)$-superlinear subcritical nonlinearity of a quasilinear elliptic equation containing a singular potential. By means of variational arguments and a version of the…

Analysis of PDEs · Mathematics 2016-02-23 Matija Cencelj , Dušan Repovš , Žiga Virk

A general approach to a broad class of asymptotic problems related to long-time influence of small perturbations, of both deterministic and stochastic type, is presented in the paper. The main characteristic of this influence is a limiting…

Probability · Mathematics 2020-10-06 Mark Freidlin

Estimating the values of unknown parameters from corrupted measured data faces a lot of challenges in ill-posed problems. In such problems, many fundamental estimation methods fail to provide a meaningful stabilized solution. In this work,…

Information Theory · Computer Science 2017-01-11 Mohamed Suliman , Tarig Ballal , Tareq Y. Al-Naffouri

The characterization of the solution set for a class of algebraic Riccati inequalities is studied. This class arises in the passivity analysis of linear time invariant control systems. Eigenvalue perturbation theory for the Hamiltonian…

Optimization and Control · Mathematics 2024-04-23 Volker Mehrmann , Hongguo Xu

In numerical existence proofs for solutions of the semi-linear elliptic system, evaluating the norm of the inverse of a perturbed Laplace operator plays an important role. We reveal an eigenvalue problem to design a method for verifying the…

Numerical Analysis · Mathematics 2021-12-15 Kouta Sekine , Kazuaki Tanaka , Shin'ichi Oishi

We prove a new theorem relating the number of distinct eigenvalues of a matrix after perturbation to the prior number of distinct eigenvalues, the rank of the update, and the degree of nondiagonalizability of the matrix. In particular, a…

Optimization and Control · Mathematics 2016-03-10 Patrick E. Farrell

We study efficient solution methods for stochastic eigenvalue problems arising from discretization of self-adjoint partial differential equations with random data. With the stochastic Galerkin approach, the solutions are represented as…

Numerical Analysis · Mathematics 2018-03-13 Howard C. Elman , Tengfei Su

Eigenvector perturbation analysis plays a vital role in various data science applications. A large body of prior works, however, focused on establishing $\ell_{2}$ eigenvector perturbation bounds, which are often highly inadequate in…

Statistics Theory · Mathematics 2022-07-06 Gen Li , Changxiao Cai , H. Vincent Poor , Yuxin Chen

This paper studies the $J$-method of [E. Jarlebring, S. Kvaal, W. Michiels. SIAM J. Sci. Comput. 36-4:A1978-A2001, 2014] for nonlinear eigenvector problems in a general Hilbert space framework. This is the basis for variational…

Numerical Analysis · Mathematics 2020-12-10 Robert Altmann , Patrick Henning , Daniel Peterseim

In this work we present a framework for studying the eigenvalues of a family of matrices with a particular displacement structure. The family admits a specific decomposition as the product of an upper and a lower triangular matrices having…

Rings and Algebras · Mathematics 2018-09-03 Andrés A. Peters , Francisco J. Vargas