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max || A
(A)
How can this be improved? Let
n
ri = ai,j , i = 1, ..., n
j=1
j=i
Zi = z C | z ai,i ri , i = 1, ..., n
The set Zi is a circle with center ai,i and radius ri.
Then the eigenvalues of A are located in the union of
the circles Zi:
n
(A) Zi
i=1
Moreover, break this union into disjoint components,
say C1, ..., Cm. Then each such component contains
exactly as many eigenvalues as circles Zi.
PROOF. Let Ax = x, x = 0. Let k be an index for
which
r1 = r5 = 1; ri = 2, i = 2, 3, 4
The centers of the circles are all ai,i = c. Then the
union of the circles Zi is the circle
{z | |z c| 2}
The matrix A is real and symmetric, and thus all
eigenvalues are real. Thus the eigenvalues must
be located in the interval
c2c+2
BAUER-FIKE THEOREM
D = max |i |
1in
Then consider the eigenvalues of the perturbed ma-
trix A + E . For such , we have
1
min | i| P P E
1in
PROOF. Write
(A + E ) x = x, x=
0
(I A) x = Ex
Assume = 1, ..., n, as otherwise the theorem is
easily true. Substitute A = P DP 1,
I P DP 1 x = Ex
(I D) P 1x = P 1EP 1
P x
1
P 1x = (I D) 1
P EP P x1
3
Rel 3 = 8.5 10
EXAMPLE
101 90 100.999 90.001
A= , A+E =
110 98 110 98
For A, the eigenvalues are 1, 2. For A + E , the eigen-
values are
.
= 1.298, 1.701
This is a very signicant change in eigenvalues for a
very small change in the matrix. It is illustrative of
what can happen with the non-symmetric eigenvalue
problem.
WIELANDT-HOFFMAN THEOREM
1 2 n
and let those of A be
1 2 n
Then
1 1
n
2 2 n
n 2 2
j j F (E ) E i,j
j=1 i=1 j=1
EXAMPLE - NONSYMMETRIC
1 1 0 0 0
0 1 1 0 0
... ..
A=
.. ...
1 1
0 0 1
Its characteristic polynomial is
f () = (1 )n
Its only eigenvalue is = 1; and there is only a one-
dimensional family of eigenvectors, all multiples of
x = [1, 0, , 0]T
Now perturb the matrix to
1 1 0 0 0
0 1 1 0 0
... ..
A() =
.. ...
0 1 1
0 0 1
Its characteristic polynomial is
f() = (1 )n (1)n
Its roots, and the eigenvalues of A(), are
k = e2ki/n, k = 1, ..., n
Thus
|k k ()| = ||1/n
For n = 10 and = 1010, |k k ()| = 0.1.
STABILITY FOR
NONSYMMETRIC MATRICES
Dene
1
si = viui = , i = 1, ..., n
wi2
We can write
v1 vn
(P )1 = , ,
s1 sn
and also
A vi = i vi , vi2 = 1, i = 1, ..., n
Consider
101 90 1 0
A= , P 1AP =
110 98 0 2
9 10
P = sqrt(181) sqrt(221)
10 11
sqrt(181) sqrt(221)
11 sqrt (181) 10 sqrt (181)
P 1 =
10 sqrt (221) 9 sqrt (221)
This denes the vectors {u1, u2} and {w1, w2}, and
thus
1 1 .
s1 = v1u1 = = = .005
w12 sqrt (221 181)
|1() 1| B2 + O 2
s1
.
= 200 B2 + O 2
ORTHOGONAL TRANSFORMATIONS
P 1U (U AU ) U P = D
(U P )1 A (U P ) = D
This says that the columns {u
i} are obtained from
i = U ui ,
u i = 1, ..., n
Similarly,