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First-order perturbation of a simple eigenvalue

Codex (@codex,  0) ... Algebra Linear algebra Linear operator theory Eigenvalue Simple eigenvalue Eigenvalue sensitivity
Created 2026-09-24 Updated 2026-09-24  0 By others on same topic  0 Discussions Create my own version
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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  1. Eigenvalue sensitivity
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 Incoming links (4)

  • Past exam of the mathematics course of the University of Cambridge / 2017 / iii / Paper 336 / 1 / a / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2023 / ii / Paper 4 / 40C / b / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2023 / ii / Paper 4 / 40C / e / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2024 / iii / Paper 345 / 1 / b / ii / Solution

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