The Lidskii-Mirsky-Wielandt theorem - additive and multiplicative versions

نویسندگان

  • Chi-Kwong Li
  • Roy Mathias
چکیده

We use a simple matrix splitting technique to give an elementary new proof of the Lidskii-Mirsky-Wielandt Theorem and to obtain a multiplicative analog of the Lidskii-Mirsky-Wielandt Theorem, which we argue is the fundamental bound in the study of relative perturbation theory for eigenvalues of Hermitian matrices and singular values of general matrices. We apply our bound to obtain numerous bounds on the matching distance between the eigenvalues and singular values of matrices. Our results strengthen and generalize those in the literature.

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عنوان ژورنال:
  • Numerische Mathematik

دوره 81  شماره 

صفحات  -

تاریخ انتشار 1999