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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}^ …
Taha's user avatar
  • 137
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 …
Taha's user avatar
  • 137
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. …
Taha's user avatar
  • 137