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In mathematics, an eigenvalue perturbation problem is that of finding the eigenvectors and eigenvalues of a system = that is perturbed from one with known eigenvectors and eigenvalues =. This is useful for studying how sensitive the original system's eigenvectors and eigenvalues x 0 i , λ 0 i , i = 1 , … n {\displaystyle x_{0i},\lambda _{0i ...
Therefore, Weyl's eigenvalue perturbation inequality for Hermitian matrices extends naturally to perturbation of singular values. [1] This result gives the bound for the perturbation in the singular values of a matrix M {\displaystyle M} due to an additive perturbation Δ {\displaystyle \Delta } :
An alternative approach, e.g., defining the normal matrix as = of size , takes advantage of the fact that for a given matrix with orthonormal columns the eigenvalue problem of the Rayleigh–Ritz method for the matrix = = can be interpreted as a singular value problem for the matrix . This interpretation allows simple simultaneous calculation ...
In the meantime, Joseph Liouville studied eigenvalue problems similar to those of Sturm; the discipline that grew out of their work is now called Sturm–Liouville theory. [14] Schwarz studied the first eigenvalue of Laplace's equation on general domains towards the end of the 19th century, while Poincaré studied Poisson's equation a few years ...
A generalized eigenvalue problem (second sense) is the problem of finding a (nonzero) vector v that obeys = where A and B are matrices. If v obeys this equation, with some λ , then we call v the generalized eigenvector of A and B (in the second sense), and λ is called the generalized eigenvalue of A and B (in the second sense) which ...
In mathematics, the Bauer–Fike theorem is a standard result in the perturbation theory of the eigenvalue of a complex-valued diagonalizable matrix.In its substance, it states an absolute upper bound for the deviation of one perturbed matrix eigenvalue from a properly chosen eigenvalue of the exact matrix.
This category deals with topics in perturbation theory and variational principles, which commonly occur in the theory of differential equations, with problems in quantum mechanics forming an important subset thereof.
The Orr–Sommerfeld equation, in fluid dynamics, is an eigenvalue equation describing the linear two-dimensional modes of disturbance to a viscous parallel flow. The solution to the Navier–Stokes equations for a parallel, laminar flow can become unstable if certain conditions on the flow are satisfied, and the Orr–Sommerfeld equation determines precisely what the conditions for ...