New perturbation bounds for the spectrum of a normal matrix
Numerical Analysis
2017-07-04 v2
Abstract
Let and be two normal matrices with spectra and , respectively. The celebrated Hoffman--Wielandt theorem states that there exists a permutation of such that is no larger than the Frobenius norm of . However, if either or is non-normal, this result does not hold in general. In this paper, we present several novel upper bounds for , provided that is normal and is arbitrary. Some of these estimates involving the "departure from normality" of have generalized the Hoffman--Wielandt theorem. Furthermore, we give new perturbation bounds for the spectrum of a Hermitian matrix.
Keywords
Cite
@article{arxiv.1612.05759,
title = {New perturbation bounds for the spectrum of a normal matrix},
author = {Xuefeng Xu and Chen-Song Zhang},
journal= {arXiv preprint arXiv:1612.05759},
year = {2017}
}