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New perturbation bounds for the spectrum of a normal matrix

Numerical Analysis 2017-07-04 v2

Abstract

Let ACn×nA\in\mathbb{C}^{n\times n} and A~Cn×n\widetilde{A}\in\mathbb{C}^{n\times n} be two normal matrices with spectra {λi}i=1n\{\lambda_{i}\}_{i=1}^{n} and {λ~i}i=1n\{\widetilde{\lambda}_{i}\}_{i=1}^{n}, respectively. The celebrated Hoffman--Wielandt theorem states that there exists a permutation π\pi of {1,,n}\{1,\ldots,n\} such that (i=1nλ~π(i)λi2)12\left(\sum_{i=1}^{n}\big|\widetilde{\lambda}_{\pi(i)}-\lambda_{i}\big|^{2}\right)^{1\over 2} is no larger than the Frobenius norm of A~A\widetilde{A}-A. However, if either AA or A~\widetilde{A} is non-normal, this result does not hold in general. In this paper, we present several novel upper bounds for (i=1nλ~π(i)λi2)12\left(\sum_{i=1}^{n}\big|\widetilde{\lambda}_{\pi(i)}-\lambda_{i}\big|^{2}\right)^{1\over 2}, provided that AA is normal and A~\widetilde{A} is arbitrary. Some of these estimates involving the "departure from normality" of A~\widetilde{A} 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}
}