Eigenvalues of perturbed matrix. Rouché's theorem.

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SrEstroncio
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Homework Statement



Let [itex]\lambda_0 \in \mathbb{C}[/itex] be an eingenvalue of the [itex]n \times n[/itex] matrix [itex]A[/itex] with algebraic multiplicity [itex]m[/itex], that is, is an [itex]m[/itex]-nth zero of [itex]\det{A-\lambda I}[/itex]. Consider the perturbed matrix [itex]A+ \epsilon B[/itex], where [itex]|\epsilon | \ll 1[/itex] and [itex]B[/itex] is any [itex]n \times n[/itex] matrix.

Show that given [itex]\delta \gt 0[/itex], [itex]\alpha \gt 0[/itex] exists so that, for [itex]| \epsilon | \lt \alpha[/itex], the matrix [itex]A + \epsilon B[/itex] has exactly [itex]m[/itex] eigenvalues (with algebraic multiplicity) inside [itex]| z - \lambda | \lt \delta[/itex]

Homework Equations



Rouché's theorem states that if [itex]f[/itex] is holomorphic in a region and [itex]|g(z)| \lt |f(z)|[/itex] on a curve (suitable for integration) inside the open region, then [itex]f[/itex] and [itex]f+ g[/itex] have exactly the same amount of zeros (with multiplicity) inside the curve.

The Attempt at a Solution



I first expanding the [itex]\det[/itex] function in power series and tried applying the integral which counts the number of zeros inside a region but I got stuck with several terms I couldn't get rid of. The TA told me to apply Rouché's theorem, but I can't figure out a way to exact the "sum" out of the determinant.
Any ideas? Any help would be appreciated.
 
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SrEstroncio said:

Homework Statement



Let [itex]\lambda_0 \in \mathbb{C}[/itex] be an eingenvalue of the [itex]n \times n[/itex] matrix [itex]A[/itex] with algebraic multiplicity [itex]m[/itex], that is, is an [itex]m[/itex]-nth zero of [itex]\det{A-\lambda I}[/itex]. Consider the perturbed matrix [itex]A+ \epsilon B[/itex], where [itex]|\epsilon | \ll 1[/itex] and [itex]B[/itex] is any [itex]n \times n[/itex] matrix.

Show that given [itex]\delta \gt 0[/itex], [itex]\alpha \gt 0[/itex] exists so that, for [itex]| \epsilon | \lt \alpha[/itex], the matrix [itex]A + \epsilon B[/itex] has exactly [itex]m[/itex] eigenvalues (with algebraic multiplicity) inside [itex]| z - \lambda | \lt \delta[/itex]

Should that not be [itex]|z - \lambda_0| < \delta[/itex]?

Homework Equations



Rouché's theorem states that if [itex]f[/itex] is holomorphic in a region and [itex]|g(z)| \lt |f(z)|[/itex] on a curve (suitable for integration) inside the open region, then [itex]f[/itex] and [itex]f+ g[/itex] have exactly the same amount of zeros (with multiplicity) inside the curve.

The Attempt at a Solution



I first expanding the [itex]\det[/itex] function in power series and tried applying the integral which counts the number of zeros inside a region but I got stuck with several terms I couldn't get rid of. The TA told me to apply Rouché's theorem, but I can't figure out a way to exact the "sum" out of the determinant.
Any ideas? Any help would be appreciated.

I think you want to take
[tex]f(z) = \det (A - zI)[/tex]
and
[tex]g(z,\epsilon) = \det (A + \epsilon B - zI) - f(z)[/tex]
and then look at the curve [itex]|z - \lambda_0| = \delta[/itex]. If you can show that, for all [itex]\delta > 0[/itex], there exists [itex]\alpha > 0[/itex] such that for all [itex]|\epsilon| < \alpha[/itex], [itex]|g(z,\epsilon)| < |f(z)|[/itex] on that curve, then Rouché's theorem will give you the result.
 
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