Skip to main content

First Order Eigenvalue Perturbation Theory and the Newton Diagram

  • Chapter
Applied Mathematics and Scientific Computing

Abstract

First order perturbation theory for eigenvalues of arbitrary matrices is systematically developed in all its generality with the aid of the Newton diagram, an elementary geometric construction first proposed by Isaac Newton. In its simplest form, a square matrix A with known Jordan canonical form is linearly perturbed to A(ε) = A + ε B for an arbitrary perturbation matrix B, and one is interested in the leading term in the ε-expansion of the eigenvalues of A(ε). The perturbation of singular values and of generalized eigenvalues is also covered.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 129.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 169.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. H. Baumgärtel, Analytic Perturbation Theory for Matrices and Operators, Birkhäuser, Basel, 1985.

    MATH  Google Scholar 

  2. E. Brieskorna AND H. KnÖrrer, Plane Algebraic Curves, Birkhäuser, Basel, 1986.

    Google Scholar 

  3. J. V. Burke AND M. L. Overton, Stable perturbations of nonsymmetric matricesLinear Algebra Appl., 171 (1992), pp. 249–273.

    Google Scholar 

  4. K. O. Friedrichs, On the perturbation of continuous spectraComm. Pure Appl. Math. 1 (1948), pp. 361–406.

    Google Scholar 

  5. I. Gohberg, P. Lancaster AND L. Rosman, Perturbations ofanalytic Hermitian matrix functionsApplicable Analysis 20 (1985), pp. 23–48.

    Google Scholar 

  6. E. HILLE AND R. S. PHILLIPS, Functional Analysis and Semigroups, Am. Math. Soc. Colloq. Publ. vol. 31, Providence, 1957.

    Google Scholar 

  7. R. Horn AND C. R. Johnson, Matrix Analysis, Cambridge University Press, Cambridge, 1990.

    MATH  Google Scholar 

  8. C.-P. Jeannerod, On some nongeneric perturbations of an arbitrary Jordan structurepreprint.

    Google Scholar 

  9. T. Kato, Perturbation Theory for Linear OperatorsSpringer, Berlin, 1980.

    Google Scholar 

  10. H. Langer AND B. Najman, Remarks on the perturbation of analytic matrix functions II, Integr. Equat. Oper. Th., 12 (1989), pp. 392–407.

    Article  MathSciNet  MATH  Google Scholar 

  11. H. Langer AND B. Najman, Remarks on the perturbation of analytic matrix functions III, Integr. Equal. Oper. Th., 15 (1992), pp. 796–806.

    Article  Google Scholar 

  12. H. Langer AND B. Najman, Leading coefficients of the eigenvalues of perturbed analytic matrix functions, Integr. Equat. Oper. Th., 16 (1993), pp. 600–604.

    Article  Google Scholar 

  13. H. xNanger, B. Najman AND K. VESELIĆ, Perturbation of the eigenvalues of matrix polynomials, SIAM J. Matrix Anal. Appt. 13 (1992) pp. 474–489.

    Article  MATH  Google Scholar 

  14. V. B. Lidskii, Perturbation theory of non-conjugate operators,U.S.S.R. Comput. Maths. Math. Phys., 1 (1965), pp. 73–85 (Zh. vychisl. Mat. mat. Fiz., 6 (1965) pp. 5260).

    Google Scholar 

  15. Y. Ma AND A. Edelman, Nongeneric Eigenvalue Perturbatia s of Jordan BlocksLinear Algebra Appl., 273, (1998) pp. 45–6–3

    Google Scholar 

  16. J. Moro, J. V. Burke and M. L. Overton, On the Lidskii-Vishik-Lyusternik perturbation theory for eigenvalues of matrices with arbitrary Jordan structure, SIAM J. Matrix Anal. Appl., 18 (1997), pp. 793–817.

    Article  MathSciNet  MATH  Google Scholar 

  17. J. Moro AND F. M. Dopico, Low rank perturbation of eigenvalues of matrices with arbitrary Jordan canonical formin preparation.

    Google Scholar 

  18. B. Najman, Remarks on the perturbation of analytic matrix functions, Integr. Equat. Oper. Th., 9 (1986), pp. 592–599.

    Google Scholar 

  19. B. Najman, The asymptotic behavior of the eigenvalues of a singularly perturbed linear pencilSIAM J. Matrix Anal. Appl., 20 (1998), pp. 420–427.

    Google Scholar 

  20. M. Newman, The Smith normal formLinear Algebra Appl. 254 (1997), pp. 367–381.

    Google Scholar 

  21. I. Newton, The correspondence of Isaac Newton vol. 2 (1676–1687A Cambridge University Press, 1960.

    Google Scholar 

  22. I. Newton, Methodus fluxionum et serierum infinitorum. In The mathematical works of Isaac Newton, D. T. Whiteside (ed.), Johnson Reprint Corp., New York, 1964.

    Google Scholar 

  23. R. S. Phillips, Perturbation theory for semi-groups of linear operators, Trans. Am. Math. Soc. 74 (1954), pp. 199–221.

    Google Scholar 

  24. V. Puiseux, Recherches sur les fonctions algébriques, J. Math Pures Appl., 15 (1850).

    Google Scholar 

  25. L. Rayleigh, The Theory of Sound vol. 1London 1894.

    Google Scholar 

  26. F. Relligh, StörungstheoriederSpektralzerlegung, I. Mitteilung. Analytische Störung der isolierten Punkteigenwerte eines beschränkten Operators, Math. Ann. 113 (1937), pp. 600–619.

    Article  MathSciNet  Google Scholar 

  27. F.Relligh StörungstheoriederSpektralzerlegung IIMath. Ann. 113 (1937), pp. 677685.

    Google Scholar 

  28. F. Relligh, Störungstheorie der Spektralzerlegung, III, Math. Ann. 116 (1939), pp. 555–570.

    Article  MathSciNet  Google Scholar 

  29. F. Relligh, Störungstheorie der Spektralzerlegung, IV, Math. Ann. 117 (1940), pp. 356–382.

    Article  MathSciNet  Google Scholar 

  30. F. Relligh, StörungstheoriederSpektralzerlegung, V,Math. Ann. 118 (1942), pp. 462484.

    Google Scholar 

  31. S. Savchenko, The typical change of the spectral properties of a fixed eigenvalue under a rank one perturbationpreprint (private communication).

    Google Scholar 

  32. S. Savchenko, The Perron root of a principal submatrix of co-order one as an eigen-value of the original nonnegative irreducible matrix and the submatrix itselfpreprint.

    Google Scholar 

  33. E. SchrÖdinger, Quantisierung als Eigenwertproblem 111. Störungstheorie mitAnwendung auf den Starkeffekt der Balmer-LinienAnn. Phys. 80 (1926), pp. 437–490.

    Google Scholar 

  34. G. W. Stewart, A note on the perturbation of singular values, Linear Algebra Appl. 28 (1979), pp. 213–216.

    Article  MathSciNet  MATH  Google Scholar 

  35. G. W. Stewart AND J.-G. SUN, Matrix Perturbation Theory, Academic Press, New York, 1990.

    Google Scholar 

  36. J.-G. Sun, A note on simple non-zero singular valuesJournal of Computational Mathematics 6 (1988), pp. 258–266.

    Google Scholar 

  37. J.-G. Sun, Sensitivity analysis of zero singular values and multiple singular values, Journal of Computational Mathematics 6 (1988), pp. 325–335.

    MATH  Google Scholar 

  38. B. V. Sz.-Nagy, Perturbations des transformations autoadjointes dans l’espace de HilbertComment. Math. Heiv. 19 (1946/47), pp. 347–366.

    Google Scholar 

  39. M. M. Vainberg AND V. A. Trenogin, Theory of Branching of Solutions of Non-linear EquationsNoordhoff, Leyden, 1974.

    Google Scholar 

  40. K. VeseliĆ, On linear vibrational systems with one dimensional damping, Integr. Equat. Oper. Th., 13 (1990), pp. 883–897.

    Article  MATH  Google Scholar 

  41. M. I. Vishik AND L. A. Lyusternil, The solution of some perturbation problems for matrices and selfadjoint or non-selfadjoint differential equations I,Russian Math. Surveys, 15 (1960), pp. 1–74 (Uspekhi Mat. Nauk, 15 (1960), pp. 3–80).

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2002 Springer Science+Business Media New York

About this chapter

Cite this chapter

Moro, J., Dopico, F.M. (2002). First Order Eigenvalue Perturbation Theory and the Newton Diagram. In: Drmač, Z., Hari, V., Sopta, L., Tutek, Z., Veselić, K. (eds) Applied Mathematics and Scientific Computing. Springer, Boston, MA. https://doi.org/10.1007/978-1-4757-4532-0_6

Download citation

  • DOI: https://doi.org/10.1007/978-1-4757-4532-0_6

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4419-3390-4

  • Online ISBN: 978-1-4757-4532-0

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics