Qi-Yue Tang

A Truncated Singular-Value Bound for Spectral Variation of Normal Matrices

For normal matrices A and B, the classical Hoffman-Wielandt theorem bounds the optimal matching distance between their spectra by the Frobenius norm of A-B. We prove the sharper estimate d(\sigma(A),\sigma(B))^2 \le \sum_{k=1}^{\lfloor (n+1)/2 \rfloor} s_k(A-B)^2, where s_k(M) are the singular values of M, involving on...