The k-th largest eigenvalue of a symmetric matrix is monotone in the semidefinite ordering, moves by at most the operator norm of the perturbation, and shifts by c when cI is added.
In the setting of Symmetric and Positive Semidefinite Matrices, the Operator Norm and Spectral Notation, let , let , and let . Write and for the th ordered eigenvalues of and .
Monotonicity. If , then .
Weyl's perturbation inequality.
Shift. For every , .
Loading…
No relations recorded yet.