In this tutorial we elaborate the Bauer Fike Theorem using an example of centered complex Gaussian matrix R perturbed by complex uniformly distributed matrix E, the theorem states that :
min |L-mu| < ||X|| ||X^-1|| ||E||
where (X,L) are the eigenvectors and eigenvalues of R respectively, mu is the spectrum of the perturbation.
The Frobenius norm is used in this simulation .
For more information, see this presentation from Eindhoven university :
Youssef Khmou (2022). Bauer Fike Theorem : Example . (https://www.mathworks.com/matlabcentral/fileexchange/44806-bauer-fike-theorem-example), MATLAB Central File Exchange. Retrieved .
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