Computing stable eigendecompositions of matrices
James Weldon Demmel · Linear Algebra and its Applications · 1986
If a matrix T is known only to within a tolerance ϵ (because of measurement or roundoff errors), then it may be difficult to compute an eigendecomposition of T, since its invariant subspaces are discontinuous functions of its entries. In this paper we show how to compute a stable decomposition of an uncertain matrix T which varies continuously and boundedly as T varies in a ball of radius ϵ.