Relationship between the characteristic polynomial and the spectrum of a diagonalizable matrix and those of its low-rank update

Relationship between the characteristic polynomial and the spectrum of a diagonalizable matrix and those of its low-rank update
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可对角化矩阵及其低秩更新的特征多项式与谱的关系

DOI:
10.1080/03081087.2011.639372
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发表时间:
2012-07
影响因子:
1.1
通讯作者:
Wei, Yimin
Wei, Yimin
中科院分区:
数学3区
文献类型:
--
作者:
Wu, Gang;Wei, Yimin

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低秩更新矩阵在许多应用中是至关重要的。近年来,矩阵A的特征多项式与其特殊结构的秩k更新矩阵的特征多项式与谱之间的关系成为研究的热点。许多研究者在假设Uk或Vk的列是对应于A的某些非亏损特征值的右特征向量或左特征向量的情况下考虑下式矩阵的特征值问题。然而,在许多低秩更新特征值问题中,这个假设并不成立。在这篇文章中,我们研究了不带这种约束的低秩更新特征值问题,即我们的低秩更新Uk,Vk ∈ n×k可以是任意的复矩阵,使得是秩k矩阵.我们首先考虑可对角化矩阵的特征多项式与其秩k更新的特征多项式之间的关系。然后,我们重点讨论k = 1和k = 2的两种特殊情况。此外,还研究了可对角化矩阵与其秩-1和秩-2更新之间的谱关系。本文还讨论了所得结果在低秩更新奇异值问题中的应用。
Low-rank updated matrices are of crucial importance in many applications. Recently the relationship between the characteristic polynomial and the spectrum of a given matrix A and those of its specially structured rank-k updated matrix has become a hot topic. Many researchers consider the eigenproblem of a matrix of the form under the assumption that the columns of U k or V k are right or left eigenvectors corresponding to some non-defective eigenvalues of A. However, in many low-rank updated eigenproblems, this assumption does not hold. In this article, we investigate the low-rank updated eigenproblem without such a constraint; that is, our low-rank updates U k , V k  ∈ ℂ n×k can be any complex matrices such that is a rank-k matrix. We first consider the relationship between the characteristic polynomial of a diagonalizable matrix and that of its rank-k update. We then focus on two special cases of k = 1 and k = 2. Moreover, the spectral relationship between a diagonalizable matrix and its rank-1 and rank-2 updates is considered. Some applications of our results to the low-rank updated singular value problem are also discussed.
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