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Asymptotic estimations of a perturbed symmetric eigenproblem

Published 10 Jan 2024 in math.NA and cs.NA | (2403.06983v1)

Abstract: We study ill-conditioned positive definite matrices that are disturbed by the sum of $m$ rank-one matrices of a specific form. We provide estimates for the eigenvalues and eigenvectors. When the condition number of the initial matrix tends to infinity, we bound the values of the coordinates of the eigenvectors of the perturbed matrix. Equivalently, in the coordinate system where the initial matrix is diagonal, we bound the rate of convergence of coordinates that tend to zero.

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