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LeanPool.DavisKahan.ForTauCeti.Analysis.InnerProductSpace.Spectrum

Eigenvector cross-term identity for a perturbation #

For symmetric operators T, S on a finite-dimensional inner product space, with u i the i-th eigenvector of T (eigenvalue λ i) and v j the j-th eigenvector of S (eigenvalue μ j),

⟪u i, (S - T) (v j)⟫ = (μ j - λ i) * ⟪u i, v j⟫.

This three-line identity is the seed of every Davis–Kahan-style subspace perturbation bound: cross terms between well-separated parts of the spectra are controlled by the perturbation S - T divided by the eigenvalue gap.

Provenance #

theorem TauCeti.inner_eigenvectorBasis_map_sub_eigenvectorBasis {𝕜 : Type u_1} {E : Type u_2} [RCLike 𝕜] [NormedAddCommGroup E] [InnerProductSpace 𝕜 E] [FiniteDimensional 𝕜 E] {n : ℕ} {T S : E →ₗ[𝕜] E} (hT : T.IsSymmetric) (hS : S.IsSymmetric) (hn : Module.finrank 𝕜 E = n) (i j : Fin n) :
inner 𝕜 ((hT.eigenvectorBasis hn) i) ((S - T) ((hS.eigenvectorBasis hn) j)) = ↑(hS.eigenvalues hn j - hT.eigenvalues hn i) * inner 𝕜 ((hT.eigenvectorBasis hn) i) ((hS.eigenvectorBasis hn) j)

Cross-term identity. The matrix entry of the perturbation S - T between the i-th eigenvector of T and the j-th eigenvector of S is the eigenvalue difference times the overlap of the two eigenvectors.