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On the eigenvalues of specially low-rank perturbed matrices
Authors:Yunkai Zhou
Affiliation:Department of Mathematics, Southern Methodist University, Dallas, TX 75275, United States
Abstract:
We study the eigenvalues of a matrix A perturbed by a few special low-rank matrices. The perturbation is constructed from certain basis vectors of an invariant subspace of A, such as eigenvectors, Jordan vectors, or Schur vectors. We show that most of the eigenvalues of the low-rank perturbed matrix stayed unchanged from the eigenvalues of A; the perturbation can only change the eigenvalues of A that are related to the invariant subspace. Existing results mostly studied using eigenvectors with full column rank for perturbations, we generalize the results to more general settings. Applications of our results to a few interesting problems including the Google’s second eigenvalue problem are presented.
Keywords:Eigenvalue   Low-rank   Jordan   Schur   Canonical form   Invariant subspace   Perturbation   Google matrix
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