Uniform bounds for invariant subspace perturbations

05/20/2019
by   Anil Damle, et al.
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For a fixed matrix A and perturbation E we develop purely deterministic bounds on how invariant subspaces of A and A+E can differ when measured by a suitable "row-wise" metric rather than via traditional norms such as two or Frobenius. Understanding perturbations of invariant subspaces with respect to such metrics is becoming increasingly important across a wide variety of applications and therefore necessitates new theoretical developments. Under minimal assumptions we develop new bounds on subspace perturbations under the two-to-infinity matrix norm and show in what settings these row-wise differences in the invariant subspaces can be significantly smaller than the two or Frobenius norm differences. We also demonstrate that the constitutive pieces of our bounds are necessary absent additional assumptions and therefore our results provide a natural starting point for further analysis of specific problems.

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