On the variation of the spectrum of a normal matrix (Q1816939)
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English | On the variation of the spectrum of a normal matrix |
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On the variation of the spectrum of a normal matrix (English)
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13 July 1997
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Let \(A\) and \(B\) be \(n\times n\) matrices with spectral \(\{\lambda_i\}\) and \(\{\mu_i\}\) respectively. The author shows that, if \(A\) is normal, there is a permutation \(\pi\) such that \[ \sqrt{\sum|\mu_{\pi(j)}- \lambda_j|^2}\leq \sqrt{n} |B-A|_F. \] Thus \(\max|\mu_{\pi(j)}- \lambda_j|\leq \sqrt{n}|B-A|_F\), and this improves a bound of \textit{R. Bhatia} [Perturbation bounds for matrix eigenvalues (1987; Zbl 0696.15013), Theorem 24.1].
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spectrum
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normal matrix
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eigenvalues
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