Eigenvalue Attraction

Abstract

We prove that the complex conjugate (c.c.) eigenvalues of a smoothly varying real matrix attract (Eq. 15). We offer a dynamical perspective on the motion and interaction of the eigenvalues in the complex plane, derive their governing equations and discuss applications. C.c. pairs closest to the real axis, or those that are ill-conditioned, attract most strongly and can collide to become exactly real. As an application we consider random perturbations of a fixed matrix M. If M is Normal, the total expected force on any eigenvalue is shown to be only the attraction of its c.c. (Eq. 24) and when M is circulant the strength of interaction can be related to the power spectrum of white noise. We extend this by calculating the expected force (Eq. 41) for real stochastic processes with zero-mean and independent intervals. To quantify the dominance of the c.c. attraction, we calculate the variance of other forces. We apply the results to the Hatano-Nelson model and provide other numerical illustrations. It is our hope that the simple dynamical perspective herein might help better understanding of the aggregation and low density of the eigenvalues of real random matrices on and near the real line respectively. In the appendix we provide a Matlab code for plotting the trajectories of the eigenvalues.