The Lidskii-Mirsky-Wielandt theorem -- additive and multiplicative versions (Q1277040): Difference between revisions

Based on the Weyl and Ostrowski inequalities, this paper gives an elementary proof for the Lidskii-Mirsky-Wielandt theorem and a multiplicative analogue thereof. The results are fundamental for relative perturbation bounds of eigenvalues and singular values of matrix perturbations. The Lidskii-Mirsky-Wielandt theorem is interpreted as a majorization relation that bounds the distance between the eigenvalues or singular values of a matrix and those of its perturbed version. The main result generalizes many known additive and multiplicative perturbation bounds for matrix eigen- and singular values.