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Eigenvalue perturbation
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Eigenvalue perturbation : ウィキペディア英語版
Eigenvalue perturbation
(詳細はeigenvectors and eigenvalues of a system that is perturbed from one with known eigenvectors and eigenvalues. This is useful for studying how sensitive the original system's eigenvectors and eigenvalues are to changes in the system.
This type of analysis was popularized by Lord Rayleigh, in his investigation of harmonic vibrations of a string perturbed by small inhomogeneities.
The derivations in this article are essentially self-contained and can be found in many texts on numerical linear algebra or numerical functional analysis.
==Example==
Suppose we have solutions to the generalized eigenvalue problem,
:\mathbf_0 \mathbf_ = \lambda_ \mathbf_0 \mathbf_. \qquad (0)
where \mathbf_0 and \mathbf_0 are matrices. That is, we know the eigenvalues and eigenvectors for . Now suppose we want to change the matrices by a small amount. That is, we want to find the eigenvalues and eigenvectors of
:\mathbf \mathbf_i = \lambda_i \mathbf \mathbf_i \qquad (1)
where
:\begin
\mathbf &= \mathbf_0 + \delta \mathbf\\
\mathbf &= \mathbf_0 + \delta \mathbf
\end
with the perturbations \delta\mathbf and \delta\mathbf much smaller than \mathbf and \mathbf respectively. Then we expect the new eigenvalues and eigenvectors to be similar to the original, plus small perturbations:
:\begin
\lambda_i &= \lambda_+\delta\lambda_ \\
\mathbf_i &= \mathbf_ + \delta\mathbf_
\end

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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