THE DERIVATIVE OF AN ORTHOGONAL MATRIX OF EIGENVECTORS OF A SYMMETRICAL MATRIX

The authors supply the derivative of an orthogonal matrix of eigenvect ors of a real symmetric matrix. To illustrate the applicability of the ir result they consider a real symmetric random matrix for which a mor e or less standard convergence in distribution is assumed to hold. The well-known delta method is then used to get the asymptotic distributi on of the orthogonal eigenmatrix of the random matrix. (C) 1997 Elsevi er Science Inc.