Asymptotic expansions of the ordered spectrum of symmetric matrices |
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Authors: | Brendan PW Ames |
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Institution: | a University of Waterloo, Department of Combinatorics & Optimization, 200 University Avenue West, Waterloo, Ontario, Canada N2L 3G1 b Department of Statistical and Actuarial Sciences, The University of Western Ontario, London, Ontario, Canada N6A 5B7 |
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Abstract: | In this work, we build on ideas of Torki (2001 6]) and show that if a symmetric matrix-valued map t?A(t) has a one-sided asymptotic expansion at t=0+ of order K then so does t?λm(A(t)), where λm is the mth largest eigenvalue. We derive formulas for computing the coefficients A0,A1,…,AK in the asymptotic expansion. As an application of the approach we give a new proof of a classical result due to Kato (1976 3]) about the one-sided analyticity of the ordered spectrum under analytic perturbations. Finally, as a demonstration of the derived formulas, we compute the first three terms in the asymptotic expansion of λm(A+tE) for any fixed symmetric matrices A and E. |
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Keywords: | Eigenvalues Symmetric matrix Perturbation theory Asymptotic Analytic Rellich Kato |
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