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6
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edited Oct 22 2010 at 8:42
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Let $A\in\mathcal M_n$ be an $n\times n$ real [symmetric] matrix which depends smoothly on a [finite] set of parameters, $A=A(\xi_1,\ldots,\xi_k)$. We can view it as a smooth function $A:\mathbb R^k\to\mathcal M_n$.
1. What conditions should the matrix $A$ satisfy so that its eigenvalues
$\lambda_i(\xi_1,\ldots,\xi_k)$,
$i=1,\ldots,n$, depend smoothly on the
parameters $\xi_1,\ldots,\xi_k$?
e.g. if the characteristic equation is $\lambda^3-\xi=0$, then the solution $\lambda_1=\sqrt[3] \xi$ is not derivable at $\xi=0$.
2. What additional conditions should the matrix $A$ satisfy so that we can
choose a set of eigenvectors
$v_i(\xi_1,\ldots,\xi_k)$,
$i=1,\ldots,n$, which depend smoothly
on the parameters
$\xi_1,\ldots,\xi_k$?
Update - important details
- The domain is simply connected
- The rank of $A$ can change in the domain
- The multiplicities of the eigenvalues can change in the domain, they can cross
- The matrix $A$ is real symmetric
- $n$ and $k$ are finite
Update 2
- A relaxation of the conditions of the problem:
For fixed $p=(\xi_{01},\ldots,\xi_{0k})$, can we find an open neighborhood of $p$ in the domain and a set of conditions ensuring the smoothness of the eigenvalues and the eigenvectors?
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5
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edited Oct 22 2010 at 7:09
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Let $A\in\mathcal M_n$ be an $n\times n$ real [symmetric] matrix which depends smoothly on a [finite] set of parameters, $A=A(\xi_1,\ldots,\xi_k)$. We can view it as a smooth function $A:\mathbb R^k\to\mathcal M_n$.
1. What conditions should the matrix $A$ satisfy so that its eigenvalues
$\lambda_i(\xi_1,\ldots,\xi_k)$,
$i=1,\ldots,n$, depend smoothly on the
parameters $\xi_1,\ldots,\xi_k$?
e.g. if the characteristic equation is $\lambda^3-\xi=0$, then the solution $\lambda_1=\sqrt[3] \xi$ is not derivable at $\xi=0$.
2. What additional conditions should the matrix $A$ satisfy so that we can
choose a set of eigenvectors
$v_i(\xi_1,\ldots,\xi_k)$,
$i=1,\ldots,n$, which depend smoothly
on the parameters
$\xi_1,\ldots,\xi_k$?
Update - important details
- The domain is simply connected
- The rank of $A$ can change in the domain
- The multiplicities of the eigenvalues can change in the domain, they can cross
- The matrix $A$ is real symmetric
- $n$ and $k$ are finite
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4
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edited Oct 22 2010 at 7:02
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Let $A\in\mathcal M_n$ be an $n\times n$ real matrix which depends smoothly on a set of parameters, $A=A(\xi_1,\ldots,\xi_k)$. We can view it as a smooth function $A:\mathbb R^k\to\mathcal M_n$.
1. What conditions should the matrix $A$ satisfy so that its eigenvalues
$\lambda_i(\xi_1,\ldots,\xi_k)$,
$i=1,\ldots,n$, depend smoothly on the
parameters $\xi_1,\ldots,\xi_k$?
e.g. if the characteristic equation is $\lambda^3-\xi=0$, then the solution $\lambda_1=\sqrt[3] \xi$ is not derivable at $\xi=0$.
2. What additional conditions should the matrix $A$ satisfy so that we can
choose a set of eigenvectors
$v_i(\xi_1,\ldots,\xi_k)$,
$i=1,\ldots,n$, which depend smoothly
on the parameters
$\xi_1,\ldots,\xi_k$?
Update - important details
- The domain is simply connected
- The rank of $A$ can change in the domain
- The multiplicities of the eigenvalues can change in the domain, they can cross
- The matrix $A$ is real symmetric
- $n$ is and $k$ are finite
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3
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edited Oct 22 2010 at 6:55
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Let $A\in\mathcal M_n$ be an $n\times n$ real matrix which depends smoothly on a set of parameters, $A=A(\xi_1,\ldots,\xi_k)$. We can view it as a smooth function $A:\mathbb R^k\to\mathcal M_n$.
1. What conditions should the matrix $A$ satisfy so that its eigenvalues
$\lambda_i(\xi_1,\ldots,\xi_k)$,
$i=1,\ldots,n$, depend smoothly on the
parameters $\xi_1,\ldots,\xi_k$?
e.g. if the characteristic equation is $\lambda^3-\xi=0$, then the solution $\lambda_1=\sqrt[3] \xi$ is not derivable at $\xi=0$.
2. What additional conditions should the matrix $A$ satisfy so that we can
choose a set of eigenvectors
$v_i(\xi_1,\ldots,\xi_k)$,
$i=1,\ldots,n$, which depend smoothly
on the parameters
$\xi_1,\ldots,\xi_k$?
Update - important details
- The domain is simply connected
- The rank of $A$ can change in the domain
- The multiplicities of the eigenvalues can change in the domain, they can cross
- The matrix $A$ is real symmetric
- $n$ is finite
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2
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edited Oct 22 2010 at 4:35
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Let $A\in\mathcal M_n$ be an $n\times n$ real matrix which depends smoothly on a set of parameters, $A=A(\xi_1,\ldots,\xi_k)$. We can view it as a smooth function $A:\mathbb R^k\to\mathcal M_n$.
1. What conditions should the matrix $A$ satisfy so that its eigenvalues
$\lambda_i(\xi_1,\ldots,\xi_k)$,
$i=1,\ldots,n$, depend smoothly on the
parameters $\xi_1,\ldots,\xi_k$?
e.g. if the characteristic equation is $\lambda^3-\xi=0$, then the solution $\lambda_1=\sqrt[3] \xi$ is not derivable at $\xi=0$.
2. What additional conditions should the matrix $A$ satisfy so that we can
choose a set of eigenvectors
$v_i(\xi_1,\ldots,\xi_k)$,
$i=1,\ldots,n$, which depend smoothly
on the parameters
$\xi_1,\ldots,\xi_k$?
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1
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asked Oct 22 2010 at 4:29
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Conditions for smooth dependence of the eigenvalues and eigenvectors of a matrix on a set of parameters
Let $A\in\mathcal M_n$ be an $n\times n$ real matrix which depends smoothly on a set of parameters, $A=A(\xi_1,\ldots,\xi_k)$. We can view it as a smooth function $A:\mathbb R^k\to\mathcal M_n$.
- What conditions should the matrix $A$ satisfy so that its eigenvalues
$\lambda_i(\xi_1,\ldots,\xi_k)$,
$i=1,\ldots,n$, depend smoothly on the
parameters $\xi_1,\ldots,\xi_k$?
e.g. if the characteristic equation is $\lambda^3-\xi=0$, then the solution $\lambda_1=\sqrt[3] \xi$ is not derivable at $\xi=0$.
- What additional conditions should the matrix $A$ satisfy so that we can
choose a set of eigenvectors
$v_i(\xi_1,\ldots,\xi_k)$,
$i=1,\ldots,n$, which depend smoothly
on the parameters
$\xi_1,\ldots,\xi_k$?
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