Perturbation Bounds of Eigenspaces for Hermitian Matrices
Feng Pinghua · Journal of Southwest China Normal University · 2012
The eigenvalues of matrix is widely used in various fields,and the problems of the eigenvalues on Hermitian matrix,which play an important role,has been applied especially in probability theory,control and optimization,economic management.In the practical calculation,due to errors,we usually get the approximate value,namely,the eigenvalue of matrix has perturbation.In this paper,by means of SVD Theorem,the related theory in singularvalue and Matrix,we discuss perturbation bounds of Hermitian matrices,and get the perturbation bound of the Hermitian matrix's subeigenspace by Rayleigh Quotient,and two new perturbation bounds are presented,which improve some previous corresponding results in some sense.