On Differentiating Eigenvalues and Eigenvectors

B-Tier
Journal: Econometric Theory
Year: 1985
Volume: 1
Issue: 2
Pages: 179-191

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Let X0 be a square matrix (complex or otherwise) and u0 a (normalized) eigenvector associated with an eigenvalue λo of X0, so that the triple (X0, u0, λ0) satisfies the equations Xu = λu, . We investigate the conditions under which unique differentiable functions λ(X) and u(X) exist in a neighborhood of X0 satisfying λ(X0) = λO, u(X0) = u0, Xu = λu, and . We obtain the first and second derivatives of λ(X) and the first derivative of u(X). Two alternative expressions for the first derivative of λ(X) are also presented.

Technical Details

RePEc Handle
repec:cup:etheor:v:1:y:1985:i:02:p:179-191_01
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25