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Eigenvalue sensitivity
(
s
(
λ
)
)
...
Area of mathematics
Algebra
Linear algebra
Linear operator theory
Eigenvalue
Simple eigenvalue
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Words: 48
Articles: 1
For unit
left eigenvector
u
and
right eigenvector
v
of a real matrix at a
simple eigenvalue
λ
, its normwise sensitivity is
s
(
λ
)
=
∣
u
T
v
∣
1
.
(138)
It measures the first-order amplification of a matrix perturbation into an eigenvalue perturbation.
Table of contents
48
1
First-order perturbation of a simple eigenvalue
Eigenvalue sensitivity
17
Ancestors
(8)
Simple eigenvalue
Eigenvalue
Linear operator theory
Linear algebra
Algebra
Area of mathematics
Mathematics
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