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Perturbation of eigenvalues of matrix pencils and optimal assignment problem

Abstract : We consider a matrix pencil whose coefficients depend on a positive parameter epsilon, and have asymptotic equivalents of the form aepsilon^A when epsilon goes to zero, where the leading coefficient a is complex, and the leading exponent A is real. We show that the asymptotic equivalent of every eigenvalue of the pencil can be determined generically from the asymptotic equivalents of the coefficients of the pencil. The generic leading exponents of the eigenvalues are the «eigenvalues» of a min-plus matrix pencil. The leading coefficients of the eigenvalues are the eigenvalues of auxiliary matrix pencils, constructed from certain optimal assignment problems.
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Submitted on : Tuesday, May 23, 2006 - 5:37:32 PM
Last modification on : Thursday, February 3, 2022 - 11:14:17 AM
Long-term archiving on: : Sunday, April 4, 2010 - 10:16:35 PM

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Marianne Akian, Ravindra Bapat, Stéphane Gaubert. Perturbation of eigenvalues of matrix pencils and optimal assignment problem. [Research Report] RR-5120, INRIA. 2004. ⟨inria-00071463⟩

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