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Let $A$ be an $n\times n$ matrix of all ones. Consider the analytic perturbation of $A$ as $$\tilde{A} = A + \epsilon H_1 + \epsilon^2 H_2 + \epsilon^3 H_3 + ... $$ All matrices are symmetric. Assume $\tilde{A}$ to be positive definite. Let $E = [e_0,e_1,e_2,...e_{n-1}]$ be the eigenvectors matrix of $A$ and $\tilde{E} = [\tilde{e}_0,\tilde{e}_1,\tilde{e}_2,...\tilde{e}_{n-1}]$ be the eigenvectors matrix of the matrix $\tilde{A}$.

I have seen David Kahan theorem bounds the sine of the angle between the eigenvectors stating $\lim\limits_{\epsilon\to 0}\sin\Theta(e_i,\tilde{e}_i) = 0$ and also another theorem which says $\lim\limits_{\epsilon\to 0}\|E-\tilde{E}\|_{\infty} = 0$ or to this effect in this paper and also this paper. I am sure from these references that these statements hold when eigenvalues of $A$ are distinct.

I have seen some vague references but not sure if the above statements hold when there are eigenvalues of multiplicity greater than 1. (It is the case here, as eigenvalues of $A$ are $n$ with multiplicity $1$ and $0$ with multiplicity $n-1$.

So in this case can we say that $\lim\limits_{\epsilon\to 0} \|\tilde{E}-E'\|_{\infty} = 0$ where $E' = E$ up to a permutation of columns.

PS : I myself am not doing research in perturbation theory, but this situation arise in my work and I referred to these papers to see if the eigenvectors matrix converges. The message in those papers are a bit cryptic and was not sure if these papers apply in this case where there are eigenvalues of multiplicity higher than $1$.

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    $\begingroup$ The standard reference for such questions is Kato, Perturbation theory of linear operators. You could try to take a look at this. $\endgroup$ Commented Aug 10, 2020 at 16:00

2 Answers 2

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Because of the degeneracy in the eigenvalues of $A$, "the eigenvectors matrix of $A$" is far from well-defined. Rather, there is a one-dimensional eigenspace of $A$ for eigenvalue $n$ (spanned by $(1,\ldots,1)^T$), and its orthogonal complement is the eigenspace for eigenvalue $0$. For any $\eta > 0$, there is $\delta > 0$ such that if $|\epsilon| < \delta$, $\tilde{A}$ has one eigenvalue within distance $\eta$ of $1$, all the others within distance $\eta$ of $0$, and the orthogonal projections for $A$ and $\tilde{A}$ on the span of eigenspaces for eigenvalues within $\eta$ of $0$ (or $1$) are within distance $\eta$ (for whichever matrix norm you prefer).

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  • $\begingroup$ Thank you for the enlightening answer. I am trying to see what best can be said about $\tilde{E}$. Neverthless $\tilde{E}$ is not well defined, irrespective of how we choose the eigenvector matrix $\tilde{E}$, can we always say the following : Let $\Sigma$ is any constant diagonal matrix, as $\epsilon\to 0$, $\tilde{E}\Sigma\tilde{E}^T$ always converges to some matrix. $\endgroup$
    – Rajesh D
    Commented Aug 11, 2020 at 5:49
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I have also encountered the problem of eigenvalue multiplicity with Davis-Kahan sin theorem. I believe I've found an answer with this paper (see Lemma 4, p21).

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    $\begingroup$ Welcome to MO! Please note that it is always a good idea to summarize the main point of an answer contained in an off-site resource instead of just providing a link, since links can change or become invalid. Thanks! $\endgroup$
    – gmvh
    Commented Mar 31, 2021 at 15:45

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