On perturbations of matrix pencils with real spectra. II

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On perturbations of matrix pencils with real spectra. II

A well-known result on spectral variation of a Hermitian matrix due to Mirsky is the following: Let A and à be two n×n Hermitian matrices, and let λ1, . . . , λn and λ̃1, . . . , λ̃n be their eigenvalues arranged in ascending order. Then ∣∣∣∣∣∣diag (λ1 − λ̃1, . . . , λn − λ̃n)∣∣∣∣∣∣ ≤ ∣∣∣∣∣∣A− Ã∣∣∣∣∣∣ for any unitarily invariant norm ||| · |||. In this paper, we generalize this to the perturbation ...

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ژورنال

عنوان ژورنال: Mathematics of Computation

سال: 1996

ISSN: 0025-5718

DOI: 10.1090/s0025-5718-96-00699-0