TRUST REGION PROBLEMS AND NONSYMMETRIC EIGENVALUE PERTURBATIONS

被引:15
|
作者
STERN, RJ [1 ]
WOLKOWICZ, H [1 ]
机构
[1] UNIV WATERLOO,DEPT COMBINATOR & OPTIMIZAT,WATERLOO N2L 3G1,ONTARIO,CANADA
关键词
TRUST REGION PROBLEMS; NONSYMMETRIC PERTURBATION; SECULAR FUNCTION; SECULAR ANTIDERIVATIVE; EIGENVALUES; INTERLACING; EXPONENTIAL NONNEGATIVITY; MAJORIZATION; INVERSE EIGENVALUE PROBLEMS;
D O I
10.1137/S0895479891199719
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
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 characterization is in terms of the stationary points of a quadratic function on the unit sphere. This yields interlacing relationships between the eigenvalues of the original matrix and those of the perturbed matrix. As a result of the linkage between the perturbation and stationarity 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-cream cone, which in turn leads to a decomposition theorem for such matrices. In addition, results are obtained for nonsymmetric matrices regarding interlacing and majorization.
引用
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页码:755 / 778
页数:24
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