- Computable eigenvalue bounds for rank-k perturbations
- Linear Algebra and its Applications
- Volume | Issue number
- 432 | 12
- Pages (from-to)
- Document type
- Faculty of Science (FNWI)
- Korteweg-de Vries Institute for Mathematics (KdVI)
We investigate lower bounds for the eigenvalues of perturbations of matrices. In the footsteps of Weyl and Ipsen & Nadler, we develop approximating matrices whose eigenvalues are lower bounds for the eigenvalues of the perturbed matrix. The number of available eigenvalues and eigenvectors of the original matrix determines how close those approximations can be, and, if the perturbation is of low rank, such bounds are relatively inexpensive to obtain. Moreover, because the process need not be restricted to the eigenvalues of perturbed matrices, lower bounds for eigenvalues of bordered diagonal matrices as well as for singular values of rank-k perturbations and other updates of n×m matrices are given.
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