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

Autor: Chi-Kwong Li, Roy Mathias
Rok vydání: 1999
Předmět:
Zdroj: Numerische Mathematik. 81:377-413
ISSN: 0945-3245
0029-599X
DOI: 10.1007/s002110050397
Popis: 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.
Databáze: OpenAIRE