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单词 MatrixResolventProperties
释义

matrix resolvent properties


The matrix resolvent norm for a complex-valued s is related to the proximity of such value to the spectrum of A; more precisely, the following simple yet meaningful property holds:

RA(s)1dist(s,σA),

where . is any self consistent matrix normMathworldPlanetmath, σA is the spectrum of A and the distance between a complex point and the discrete set of the eigenvaluesMathworldPlanetmathPlanetmathPlanetmathPlanetmath λi is defined as dist(s,σA)=min1in|s-λi|.

From this fact it comes immediately, for any 1in,

limsλiRA(s)=+.

Proof.

Let (λi,𝐯) be an eigenvalue-eigenvector pair of A; then

(sI-A)v=sv-Av=(s-λi)v

which shows (s-λi) to be an eigenvalue of (sI-A); (s-λi)-1 is then an eigenvalue of (sI-A)-1 and , since for any self consistent norm |λ|A, we have:

max1in1|s-λi|(sI-A)-1

whence

(sI-A)-11min1in|s-λi|=1dist(s,σA).

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更新时间:2025/5/4 5:02:17