Relative Perturbation Bounds for Eigenvalues of Symmetric Positive Definite Diagonally Dominant Matrices

For a symmetric positive semi-definite diagonally dominant matrix, if its off-diagonal entries and its diagonally dominant parts for all rows (which are defined for a row as the diagonal entry subtracted by the sum of absolute values of off-diagonal entries in that row) are known to a certain relative accuracy, we show that its eigenvalues are known to the same relative accuracy. Specifically, we prove that if such a matrix is perturbed in a way that each off-diagonal entry and each diagonally dominant part have relative errors bounded by some , then all its eigenvalues have relative errors bounded by . The result is extended to the generalized eigenvalue problem.