TRUST REGION PROBLEMS AND NONSYMMETRIC EIGENVALUE PERTURBATIONS

Citation
Rj. Stern et H. Wolkowicz, TRUST REGION PROBLEMS AND NONSYMMETRIC EIGENVALUE PERTURBATIONS, SIAM journal on matrix analysis and applications, 15(3), 1994, pp. 755-778
Citations number
25
Categorie Soggetti
Mathematics,Mathematics
ISSN journal
08954798
Volume
15
Issue
3
Year of publication
1994
Pages
755 - 778
Database
ISI
SICI code
0895-4798(1994)15:3<755:TRPANE>2.0.ZU;2-G
Abstract
A characterization is given for the spectrum of a symmetric matrix to remain real after a nonsymmetric sign-restricted border perturbation, including the case where the perturbation is skew-symmetric. The chara cterization is in terms of the stationary points of a quadratic functi on on the unit sphere. This yields interlacing relationships between t he eigenvalues of the original matrix and those of the perturbed matri x. As a result of the linkage between the perturbation and stationarit y problems, new theoretical insights are gained for each. Applications of the main results include a characterization of those matrices that are exponentially nonnegative with respect to the n-dimensional ice-c ream cone, which in turn leads to a decomposition theorem for such mat rices. In addition, results are obtained for nonsymmetric matrices reg arding interlacing and majorization.