Relative Perturbation Bounds for Eigenvalues of Symmetric Positive Definite Diagonally Dominant Matrices
Qiang John Ye · SIAM Journal on Matrix Analysis and Applications · 2009
For a symmetric positive semidefinite 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 $\epsilon$, then all its eigenvalues have relative errors bounded by $\epsilon$. The result is extended to the generalized eigenvalue problem.