[Math] Derivative of eigenvectors of a symmetric matrix-valued function

derivativeseigenvalues-eigenvectorsmatrix-calculussymmetric matrices

Given a real symmetric $3\times3$ matrix $\mathsf{A}_{ij}$ and its derivative (w.r.t. some parameter, let's call it time) $\dot{\mathsf{A}}_{ij}$, I want to measure/obtain the rotation (rate and direction) of the eigenvectors (the eigenvectors of a real symmetric matrix form an orthonormal matrix). How can this be done?

Edit Since the eigenvectors of a real symmetric matrix are mutually orthogonal, the change of the eigenvectors can only be an overall rotation. An infinitesimal rotation is uniquely determined by the rate $\boldsymbol{\omega}$ such that $\dot{\boldsymbol{x}}=\boldsymbol{\omega}\times\boldsymbol{x}$ for any vector $\boldsymbol{x}$. My question then becomes how to obtain $\boldsymbol{\omega}$.

Best Answer

We start, as usual, with the equality $Av=\lambda v$ where $v^Tv=1$ and $A$ is a $C^1$ function. It is absolutely necessary that the considered eigenvalue $\lambda$ is simple - then $\lambda,v$ are $C^1$ function- otherwise, $v$ may be non-continuous.

Proposition. Under the above hypothesis, $\lambda',v'$ are functions of $A,A',\lambda,v$. More precisely,

$\lambda'=v^TA'v,v'=w-(v^Tw)v$ where $w\in(A-\lambda I)^{-1}((v^TA'v)v-A'v)$.

Proof. We obtain $A'v+Av'=\lambda'v+\lambda v',v'^Tv=v^Tv'=0,v^TA=\lambda v^T,v^TAv'=0$.

Moreover, $v^TA'+v'^TA=\lambda'v^T+\lambda v'^T$ implies $v^TA'v=\lambda'$.

$A'v+Av'=(v^TA'v)v+\lambda v'$ implies $(A-\lambda I)v'=(v^TA'v)v-A'v$ and, finally, $v'=w+kv$, where $w\in (A-\lambda I)^{-1}((v^TA'v)v-A'v)$. It remains to calculate $k$; $v^Tv'=v^Tw+kv^Tv$ implies $k=-v^Tw$ and we are done.