New upper bounds for the spectral variation of a general matrix
Numerical Analysis
2020-09-09 v3 Numerical Analysis
Abstract
Let be a normal matrix with spectrum , and let be a perturbed matrix with spectrum . If is still normal, the celebrated Hoffman--Wielandt theorem states that there exists a permutation of such that , where denotes the Frobenius norm of a matrix. This theorem reveals the strong stability of the spectrum of a normal matrix. However, if or is non-normal, the Hoffman--Wielandt theorem does not hold in general. In this paper, we present new upper bounds for , provided that both and are general matrices. Some of our estimates improve or generalize the existing ones.
Keywords
Cite
@article{arxiv.1703.02422,
title = {New upper bounds for the spectral variation of a general matrix},
author = {Xuefeng Xu},
journal= {arXiv preprint arXiv:1703.02422},
year = {2020}
}