Monday, 9 July 2007

linear algebra - subspace separation and M-matrices

The separation between two square matrices A and B, often used as a measure of the sensitivity of invariant subspace problems, is defined as
operatornamesep(A,B)=minXneq0fracleftVertAXXBrightVertFleftVertXrightVertF
(see e.g. Golub and Van Loan, Section 7.2.4).



I would like to express the separation between two M-matrices in terms of their Perron vector and values Au=lambdau, Bv=muv. All I can do is estimating operatornamesep(A,B)geqlambda+mu. Is there any better bound, maybe from above? The question looks like an "eigenvalues vs. singular values" bound, so I am not sure that the answer is positive.



Alternatively, do you know any "handier" way to deal with operatornamesep(A,B), other than using its definition and its alternative formulation as the smallest singular value of a Kronecker sum sigmamin(BotimesI+IotimesAT)? I always find it unwieldy to use this definition, it is not easy to squeeze something simple to compute/estimate out of it. For instance, if A, A, B are M-matrices and AgeqA, does operatornamesep(A,B)geqoperatornamesep(A,B) hold?

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