Relative perturbation theory. III: More bounds on eigenvalue variation (Q1372978)
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Relative perturbation theory. III: More bounds on eigenvalue variation (English)
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4 November 1997
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[For parts I and II see SIAM J. Matrix Anal. Appl. 15, No. 4, 956-982 (1998; reviewed above) and ibid. 20, No. 2, 471-492 (1998; reviewed above).] In Part I the author used and studied two ``relative distances'' (one of which is a metric in the usual sense) used by others before. In this Part III the author returns to the more practical usual relative error of an approximation for establishing Hoffman-Wielandt type theorems for the eigenvalues \(\lambda\) and \(\widetilde{\lambda}\) of \(A\) and \(\widetilde{A}= D_1^* AD_2\), both diagonalizable and admitting representations \(A= X\Lambda X^{-1}\), \(\widetilde{A}= \widetilde{X} \widetilde{\Lambda} \widetilde{X}^{-1}\) with nonsingular \(D_1,D_2\).
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relative perturbation theory
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eigenvalue variation
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error bounds
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relative error
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Hoffman-Wielandt theorems
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