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2 votes
Accepted

Distribution of the spectrum of a perturbed matrix

Since $P(G)\propto{\rm exp}\bigl(-\frac{1}{2}{\rm Tr}\,GG^{\rm T}\bigr)$ is invariant under orthogonal transformations, if $A$ is real Hermitian you can work in a basis where $A$ is diagonal, with the …
Carlo Beenakker's user avatar
3 votes

Proof (or reference) about $\lambda_i(A+\epsilon e_je_j^*) = \lambda_i(A) + \epsilon |v_{i,j...

This is first order perturbation theory: a perturbation $\delta A$ to a Hermitian matrix $A$ gives to first order a correction $\delta \lambda$ to an eigenvalue $\lambda$ (with corresponding eigenvec …
Carlo Beenakker's user avatar
4 votes

Lipschitz continuity of eigenvalues and eigenvectors of Hermitian matrices

Here is a counterexample: consider the real symmetric matrix $$A=\begin{pmatrix} \cos\phi&\sin\phi\\ \sin\phi&-\cos\phi \end{pmatrix}.$$ The eigenvectors $v_\pm$ for the eigenvalues $\pm 1$ are $$v_\p …
Carlo Beenakker's user avatar
0 votes

Analytic perturbation of the eigenvalues/eigenvectors of non-Hermitian matrix

The functions $\lambda(x)$ and $w(x)$ obey a set of coupled first-order differential equations in $x$, derived in Structure of trajectories of complex matrix eigenvalues (Bohigas, De Carvalho, and Pat …
Carlo Beenakker's user avatar
3 votes

Perturbation theory of eigenvalues - Effects of degeneracy/ multiplicity

Kato's theory has been extended to include degenerate eigenvalues by Hunziker and Pillet, Degenerate asymptotic perturbation theory (1983). These beautiful results [of Kato and others] are not qui …
Carlo Beenakker's user avatar
1 vote

Finding $\theta$ such that at least one eigenvalue of $A(\theta)$ is real

Since the eigenvalues of a real matrix $A(\theta)$ come in complex conjugate pairs, an eigenvalue on the real axis with multiplicity 1 cannot move off the real axis when $\theta$ is varied over a smal …
Carlo Beenakker's user avatar
1 vote

Separating the spectrum of a Hermitian matrix

since you want $f$ to be the same for all $A$, let's first take the special case $A=0$; then the eigenvalues of $A+\epsilon G$ have an average spacing of order $\epsilon/\sqrt{n}$, but the fraction of …
Carlo Beenakker's user avatar
2 votes
Accepted

Sum of positive self-adjoint operator and an imaginary "potential": literature request

Let me consider the case of the Schrödinger equation, $L=-\nabla^2+V(x)$. Then the operator $L+ikx$ has PT-symmetry, meaning that it is invariant under the combined action of inversion $x\mapsto-x$ (p …
Carlo Beenakker's user avatar
3 votes

Asymptotics of integral representation of distribution

The Fourier transform $F_\epsilon(x,t)$ has a closed-form expression in terms of hypergeometric functions, $$F_\epsilon(x,t)=\frac{1}{2\pi}\int_{-\infty}^\infty e^{ikx}e^{i\epsilon^4 tk^4}\,dk=$$ $$\q …
Carlo Beenakker's user avatar
3 votes

Local differentiability of eigenvalues and eigenvectors of a real symmetric matrix

Theorem (1.1) of Perturbation theory for normal operators is likely what you are looking for. See also Differentiable perturbation of unbounded operators. If you would order the eigenvalues by their m …
Carlo Beenakker's user avatar
6 votes

How do I solve the following definite integral (preferably by an asymptotic method)?

Here is a log-log plot of $$\delta I=I_{\text{appr}}-\int_{1}^{\infty} \frac{\sin^2 (\mu \sqrt{x^2 -1})}{(x+1)^{\frac{9}{2}} (x-1)^{\frac{3}{2}}} \,dx,$$ as a function of $\mu$, with $$I_{\text{appr}} …
Carlo Beenakker's user avatar
6 votes
Accepted

First derivative of $f(A) = \frac{1}{\lambda_{\min}(A)}$ for perturbed matrix

First order perturbation theory gives you $$\frac{1}{\lambda_{\rm min}(A+\epsilon B)}=\frac{1}{\lambda_{\rm min}(A)}-\frac{\epsilon}{\lambda_{\rm min}(A)^2}\langle v_0|B|v_0\rangle+{\cal O}(\epsilon^2 …
Carlo Beenakker's user avatar
3 votes
Accepted

Why is the second order correction to energy zero for a fully degenerate eigensystem?

If $H$ is fully degenerate, all eigenvalues are identical, it means that $H$ is proportional to the unit matrix. The zeroth order eigenstates can be chosen as any orthonormal basis. Degenerate perturb …
Carlo Beenakker's user avatar