In matrix theory, the Hadamard variation formula is a set of differential equations for how the eigenvalues of a time-varying Hermitian matrix with distinct eigenvalues change with time.
Statement Consider the space of n × n {\textstyle n\times n} Hermitian matrices with all eigenvalues distinct. Let A = A ( t ) {\textstyle A=A(t)} be a path in the space. Let u i , λ i {\textstyle u_{i},\lambda _{i}} be its eigenpairs.
Higher order generalizations appeared in (Tao & Vu 2011).
References Tao, Terence; Vu, Van (2011). "Random matrices: Universality of local eigenvalue statistics". Acta Mathematica. 206 (1): 127–204. arXiv:0908.1982. doi:10.1007/s11511-011-0061-3. ISSN 0001-5962. Tao, Terence (2012). Topics in random matrix theory. Graduate studies in mathematics. Providence, R.I: American Mathematical Society. ISBN 978-0-8218-7430-1.
