The Lidskii-Mirsky-Wielandt theorem -- additive and multiplicative versions (Q1277040)

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The Lidskii-Mirsky-Wielandt theorem -- additive and multiplicative versions
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    The Lidskii-Mirsky-Wielandt theorem -- additive and multiplicative versions (English)
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    8 October 1999
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    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.
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    perturbation bounds
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    Lidskii-Mirsky-Wielandt theorem
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    eigenvalue
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    singular value
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