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We derive some properties of complex Hessenberg matrices and use the relevant normal matrix cases to examine the lengths of Ritz vectors in the rounding error analysis of the Lanczos tridiagonalization process. This question is important for the computational use of the process and has already been studied for the real symmetric matrix case, but because of its intricate and unedifying nature, part of the theory was never submitted to scientific journals. We develop a new and more palatable theory which also applies to Lanczos processes adapted to any form of normal matrix with collinear eigenvalues such as a Hermitian or skew-Hermitian matrix. The nonnormal matrix properties are intended to help in the analysis of the unsymmetric Lanczos process. [ABSTRACT FROM AUTHOR]

We present eigenvalue bounds for perturbations of Hermitian matrices and express the change in eigenvalues in terms of a projection of the perturbation onto a particular eigenspace, rather than in terms of the full perturbation. The perturbations we consider are Hermitian of rank one, and Hermitian or non-Hermitian with norm smaller than the spectral gap of a specific eigenvalue. Applications include principal component analysis under a spiked covariance model, and pseudo-arclength continuation methods for the solution of nonlinear systems. [ABSTRACT FROM AUTHOR]

Given an n-by-n Hermitian matrix A and a real number λ, index i is said to be Parter (resp., neutral, downer) if the multiplicity of λ as an eigenvalue of the principal submatrix A(i) is one more (resp., the same, one less) than that in A. In case the multiplicity of λ in A is at least 2 and the graph of A is a tree, there are always Parter vertices. Our purpose here is to advance the classification of vertices and, in particular, to relate classification to the combinatorial structure of eigenspaces. Some general results are given and then used to deduce some rather specific facts not otherwise easily observed. Examples are given. [ABSTRACT FROM AUTHOR]

An important theorem about the existence of principal submatrices of a Hermitian matrix whose graph is a tree, in which the multiplicity of an eigenvalue increases, was largely developed in separate papers by Parter and Wiener. Here, the prior work is fully stated, then generalized with a self-contained proof. The more complete result is then used to better understand the eigenvalue possibilities of reducible principal submatrices of Hermitian tridiagonal matrices. Sets of vertices, for which the multiplicity increases, are also studied. [ABSTRACT FROM AUTHOR]