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eigenvalues of matrices or operators
1
vote
1
answer
2k
views
Gradients of the Dominant Eigenvalue and Eigenvector
How can I compute the partial derivatives of the dominant eigenvalue and eigenvectors of a real symmetric matrix $\mathbf{A}$?
In particular, given
$ \mathbf{v}^* = \arg\max_{\mathbf{v}} \mathbf{v}^ …
3
votes
1
answer
1k
views
Proof of eigenvalue stability inequality via Courant-Fischer min-max theorem
T. Tao in his notes on eigenvalue inequalities uses Courant-Fischer min-max theorem to prove the eigenvalue stability inequality. Specifically, I am looking for proof of Eq. (13) where he states as a …
2
votes
1
answer
545
views
Upper Bounds on the Largest Eigenvalue of Jacobi Matrices
Unfortunately, Eigenvalues of Symmetric Tridiagonal Matrices doesn't have the answer that I am looking for. …