Perturbation of multiple eigenvalues of Hermitian matrices (Q417577)

The paper deals with perturbation bounds for the multiple eigenvalues \(\mu\) of a Hermitian matrix \(A=\text{diag}(\mu I,A_{22})\) under a perturbation in the off-diagonal blocks \(A_{12}=E,\;A_{21}=E^*\) with an emphasis on the case where the magnitudes of the columns of \(E\) vary widely. Two cases which play a major role in establishing the bounds are considered: when \(A_{22}-\mu I\) is definite and when it is indefinite. A possible extension to the Hermitian definite generalized eigenvalue problem is outlined.