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Each element of matrix $M(x)$ is a continuous function of $x$. Does this imply that all the eigenvalues are continuous function of $x$ too?

Tim
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1 Answers1

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Yes, continuity should be guaranteed, as noted by Ilmari Karonen. But if you care about smoothness (which is what people usually want), this is a more complicated question. If the eigenvalues are distinct for all the $x$ you are interested in, then the eigenvalues are all smooth functions of $x$. However, if your eigenvalues can become degenerate for certain values of $x$, then there usually exists an ordering of the eigenvalues (dependent on the value of $x$) such that they are smooth. Take for example $$ \begin{bmatrix} 1-x & x \\ x & 1-x \end{bmatrix} $$ The eigenvalues are $\lambda = 1,1-2x$. These are obviously a smooth function of $x$, but the largest (most positive) eigenvalue jumps from $1-2x$ to $1$ as $x$ increases past $1\over 2$.

Victor Liu
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  • Thanks, this answer is more helpful than just marking as duplicate. Thank you for pointing out the smoothness properties. – Tim Dec 18 '14 at 01:05