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Bounds for the Relative and Absolute Spectral Variations of Matrices

  • Michael Gil’

摘要

Let A and \({\tilde{A}}\) A ~ be \(n\times n\) n × n -matrices whose eigenvalues enumerated with their multiplicities are \(\lambda _k\) λ k and \({\tilde{\lambda }}_j\) λ ~ j \((j,k=1,..., n)\) ( j , k = 1 , . . . , n ) , respectively. In terms of the determinant of A and Frobenius norm of \({\tilde{A}}\) A ~ we derive a bound for the relative spectral variation \(\max _{j}\min _{k} |\frac{{\tilde{\lambda }}_j}{\lambda _k}- 1|\) max j min k | λ ~ j λ k - 1 | of \({\tilde{A}}\) A ~ with respect to A, provided A is invertible. In addition, in terms of the Frobenius norm of \({\tilde{A}}\) A ~ , we obtain a new bound for the absolute spectral variation \(\max _{j}\min _{k} |{\tilde{\lambda }}_j-\lambda _k|\) max j min k | λ ~ j - λ k | . In appropriate situations our results are considerably sharper than the well-known bounds.