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Perturbation Bounds for Determinants and Characteristic Polynomials

SIAM. J. Matrix Anal. & Appl. Volume 30, Issue 2, pp. 762-776 (2008)

Published July 2, 2008
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We derive absolute perturbation bounds for the coefficients of the characteristic polynomial of a $n\times n$ complex matrix. The bounds consist of elementary symmetric functions of singular values, and suggest that coefficients of normal matrices are better conditioned with regard to absolute perturbations than those of general matrices. When the matrix is Hermitian positive-definite, the bounds can be expressed in terms of the coefficients themselves. We also improve absolute and relative perturbation bounds for determinants. The basis for all bounds is an expansion of the determinant of a perturbed diagonal matrix.

©2008 Society for Industrial and Applied Mathematics
History: Received October 8, 2007; accepted April 3, 2008; published July 2, 2008
Permalink: http://dx.doi.org/10.1137/070704770

KEYWORDS and AMS

Keywords
AMS Subject Classifications
65F40, 65F15, 65F35, 65Z05, 15A15, 15A18

PUBLICATION DATA

ISSN:
0895-4798 (print)   1095-7162 (online)
Publisher:
AIP is a member of CrossRef SIAM

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