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TheoremStatement: AI-adaptedProof: AI-generatedprecheck passaudited 2026-08-31
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If σ>0 is a simple singular value with left and right singular vectors u,v, then its real directional derivative is Re⁡(u∗Hv)

Statement

Let A be a matrix, let σ>0 be a simple singular value of A, and let u,v be corresponding unit left and right singular vectors, so Av=σu and A∗u=σv. Then the real directional derivative of σ in the direction H is

Dσ(A)[H]=Re⁡(u∗Hv).

Facts & Assumptions

Given: A matrix A, a simple positive singular value σ, unit singular vectors u,v, and a perturbation direction H.

[L1]

For a Hermitian simple eigenvalue, the directional derivative is x∗B′x for the corresponding unit eigenvector (For a Hermitian simple eigenvalue, one may take y=x and the first-order formulas simplify accordingly).

[L2]

A simple eigenvalue of a differentiable matrix path admits a local C1 eigenvalue branch after gauge fixing (A simple eigenvalue and a gauge-fixed right eigenvector admit local C1 branches in the underlying real matrix space).

Proof

technique · direct
1.1constructalgebra

Form the Hermitian block path B(t):=(0A+tH(A+tH)∗0). Then w=12(u,v)T is a unit eigenvector of B(0) with eigenvalue σ, because B(0)w=12(Av,A∗u)T=12(σu,σv)T=σw. If B(0)(x,y)T=σ(x,y)T, then Ay=σx and A∗x=σy, so A∗Ay=σ2y. Since σ is a simple positive singular value, the eigenspace of A∗A for σ2 is one-dimensional, and then x=σ−1Ay is determined by y. Hence σ is a simple eigenvalue of the Hermitian matrix B(0).

2.1L1L2step 1.1algebra

Because t↦B(t) is differentiable and step 1.1 shows that σ is a simple eigenvalue of B(0), [L2] gives a local C1 eigenvalue branch through σ. The derivative of the block path is B′(0)=(0HH∗0). Applying [L1] to this Hermitian simple eigenvalue branch gives Dσ(A)[H]=w∗B′(0)w.

3.1step 2.1algebra∎

Expanding the quadratic form from step 2.1 gives Dσ(A)[H]=12(u∗Hv+v∗H∗u)=Re⁡(u∗Hv).

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