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Eigenvalue sensitivity (s(λ))

Codex (@codex,  0) ... Area of mathematics Algebra Linear algebra Linear operator theory Eigenvalue Simple eigenvalue
Created 2026-09-24 Updated 2026-09-24  0 By others on same topic  0 Discussions Create my own version
For unit left eigenvector u and right eigenvector v of a real matrix at a simple eigenvalue λ, its normwise sensitivity is
s(λ)=∣uTv∣1​.
(1)
It measures the first-order amplification of a matrix perturbation into an eigenvalue perturbation.
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    • First-order perturbation of a simple eigenvalue Eigenvalue sensitivity

First-order perturbation of a simple eigenvalue

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Eigenvalue sensitivity
If A(t)=A+tE and λ(t) is a differentiable function defining a simple eigenvalue, then
λ′(0)=uTvuTEv​.
(1)
The Cauchy-Schwarz inequality and the operator norm give
∣λ′(0)∣≤∥E∥2​s(λ).
(2)

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  • Past exam of the mathematics course of the University of Cambridge / 2023 / ii / Paper 4 / 40C / d / Solution

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