Abstract

In this manuscript, we present optimal sensitivity results of eigenvalues and eigenspaces with respect toself-adjoint compact operators. We show that while eigenvalues depend in a Lipschitzian way in compact operators, theeigenspaces are only locally Lipschitz. Our results generalize to arbitrary dimension eigenspaces the results obtained in [19]for one-dimensional eigenspaces sensitivity and thus simplify the celebrate results by Davis and Kahan [6] developedfor general Hermitian operator perturbations. Moreover, Proper Orthogonal Decomposition bases sensitivityis carried out in the case of time-interval perturbations, spatial perturbations (Gappy-POD) or parameter perturbations.

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