Spectral variation bounds in hyperbolic geometry

DOI10.1016/J.LAA.2015.05.020MaRDI QIDQ492773zbMATH OpenOpenAlexFDO

Authors Alexander Müller-Hermes, Oleg Szehr

Publication date 21 August 2015

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1405.4031

zbMATH Keywords

hyperbolic geometryBlaschke productsresolvent boundsspectral variation bounds

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Inequalities involving eigenvalues and eigenvectors (15A42) Numerical computation of matrix norms, conditioning, scaling (65F35) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60)

Abstract: We derive new estimates for distances between optimal matchings of eigenvalues of non-normal matrices in terms of the norm of their difference. We introduce and estimate a hyperbolic metric analogue of the classical spectral-variation distance. The result yields a qualitatively new and simple characterization of the localization of eigenvalues. Our bound improves on the best classical spectral-variation bounds due to Krause if the distance of matrices is sufficiently small and is sharp for asymptotically large matrices. Our approach is based on the theory of model operators, which provides us with strong resolvent estimates. The latter naturally lead to a Chebychev-type interpolation problem with finite Blaschke products, which can be solved explicitly and gives stronger bounds than the classical Chebychev interpolation with polynomials. As compared to the classical approach our method does not rely on Hadamard's inequality and immediately generalize to algebraic operators on Hilbert space.

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Cited in

(3)

• A new inequality for the Hausdorff distance between spectra of two matrices
• A refined bound for the spectral variations of matrices
• Improvement of Karush-Kuhn-Tucker conditions under uncertainties using robust decision making indexes

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