New perturbation bounds for the spectrum of a normal matrix

Abstract: Let

A i n m a t h b b C^{n i m e s n}

and

w i d e t i l d e A i n m a t h b b C^{n i m e s n}

be two normal matrices with spectra

{l a m b d a_{i}}_{i = 1}^{n}

and

{w i d e t i l d e {l a m b d a}_{i}}_{i = 1}^{n}

, respectively. The celebrated Hoffman--Wielandt theorem states that there exists a permutation

p i

of

1, l d o t s, n

such that

is no larger than the Frobenius norm of

w i d e t i l d e A - A

. However, if either

A

or

w i d e t i l d e A

is non-normal, this result does not hold in general. In this paper, we present several novel upper bounds for

, provided that

A

is normal and

w i d e t i l d e A

is arbitrary. Some of these estimates involving the "departure from normality" of

w i d e t i l d e A

have generalized the Hoffman--Wielandt theorem. Furthermore, we give new perturbation bounds for the spectrum of a Hermitian matrix.

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