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	<title>perturbation &#8211; Problems in Mathematics</title>
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	<title>perturbation &#8211; Problems in Mathematics</title>
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		<title>Perturbation of a Singular Matrix is Nonsingular</title>
		<link>https://yutsumura.com/perturbation-of-a-singular-matrix-is-nonsingular/</link>
				<comments>https://yutsumura.com/perturbation-of-a-singular-matrix-is-nonsingular/#comments</comments>
				<pubDate>Sun, 07 Aug 2016 18:46:38 +0000</pubDate>
		<dc:creator><![CDATA[Yu]]></dc:creator>
				<category><![CDATA[Linear Algebra]]></category>
		<category><![CDATA[characteristic polynomial]]></category>
		<category><![CDATA[eigenvalue]]></category>
		<category><![CDATA[linear algebra]]></category>
		<category><![CDATA[matrix]]></category>
		<category><![CDATA[nonsingular matrix]]></category>
		<category><![CDATA[perturbation]]></category>
		<category><![CDATA[singular matrix]]></category>

		<guid isPermaLink="false">https://yutsumura.com/?p=335</guid>
				<description><![CDATA[<p>Suppose that $A$ is an $n\times n$ singular matrix. Prove that for sufficiently small $\epsilon&#62;0$, the matrix $A-\epsilon I$ is nonsingular, where $I$ is the $n \times n$ identity matrix. Hint. Consider the characteristic&#46;&#46;&#46;</p>
<p>The post <a href="https://yutsumura.com/perturbation-of-a-singular-matrix-is-nonsingular/" target="_blank">Perturbation of a Singular Matrix is Nonsingular</a> first appeared on <a href="https://yutsumura.com/" target="_blank">Problems in Mathematics</a>.</p>]]></description>
								<content:encoded><![CDATA[<h2> Problem 56</h2>
<p>Suppose that $A$ is an $n\times n$ singular matrix.<br />
Prove that for sufficiently small $\epsilon&gt;0$, the matrix $A-\epsilon I$ is nonsingular, where $I$ is the $n \times n$ identity matrix.</p>
<p><span id="more-335"></span><br />

<h2>Hint.</h2>
<p>Consider the characteristic polynomial $p(t)$ of the matrix $A$.</p>
<p>Note that the eigenvalues of $A$ are the roots of $p(t)$.</p>
<p>Thus if $\epsilon$ is not an eigenvalue, then $p(\epsilon)\neq 0$.</p>
<h2> Proof. </h2>
<p>Let $p(t)=\prod_{i=}^n(\lambda_i-t)$ be the characteristic polynomial for $A$, where $\lambda_i$ are eigenvalues of $A$.</p>
<p>Let $\lambda_{i_0}$ be the nonzero eigenvalue of $A$ of the smallest absolute value.<br />
That is $|\lambda_{i_0}|\leq |\lambda_i|$ for any nonzero eigenvalue $\lambda_i$.<br />
Then for any $0&lt; \epsilon &lt;|\lambda_{i_0}|$, we have $\det(A-\epsilon I)=p(\epsilon)\neq 0$, otherwise $\epsilon$ would be an eigenvalue of $A$ but it is impossible because of the minimality of $\lambda_{i_0}$.</p>
<p>Therefore the matrix $A-\epsilon I$ is nonsingular for all $0&lt;\epsilon&lt;|\lambda_{i_0}|$.</p>
<button class="simplefavorite-button has-count" data-postid="335" data-siteid="1" data-groupid="1" data-favoritecount="19" style="">Click here if solved <i class="sf-icon-star-empty"></i><span class="simplefavorite-button-count" style="">19</span></button><p>The post <a href="https://yutsumura.com/perturbation-of-a-singular-matrix-is-nonsingular/" target="_blank">Perturbation of a Singular Matrix is Nonsingular</a> first appeared on <a href="https://yutsumura.com/" target="_blank">Problems in Mathematics</a>.</p>]]></content:encoded>
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