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Bounds for eigenvalues and departure from normality, with applications. (English) Zbl 0818.15012

Lewis, John G. (ed.), Applied linear algebra. Proceedings of the 5th SIAM conference, held in Snowbird, UT, USA, June 15-18, 1994. Philadelphia, PA: SIAM. 509-511 (1994).
If \(A\) is a complex \(n \times n\) matrix then its departure from normality is defined as \(\text{dep}_ F (A) : = (\| A \|^ 2_ F - \| \text{diag} (\lambda_ 1, \dots, \lambda_ n) \|^ 2_ F )^{1/2} \), where \(\| \cdot \|_ F\) is the Frobenius norm and the \(\lambda_ i\)’s are the eigenvalues of \(A\). With \(\widetilde A : = A - {1 \over n} \text{tr} (A)I\) the author establishes that \(\text{dep}_ FA \geq (\| \widetilde A \|^ 2_ F - (\| \widetilde A \|^ 4_ F - {1 \over 2} \| A^ H A - AA^ H \|^ 2_ F)^{1/2})^{1/2}\), \(\text{dep}_ FA \leq (\| \widetilde A \|^ 2_ F - | \text{tr} (\widetilde A^ 2) |)^{1/2}\).
These bounds improve results by P. J. Eberlein [Amer. Math. Monthly 72, 995-996 (1965; Zbl 0142.003)], L. Elsner and M. H. C. Paardekooper [Linear Algebra Appl. 92, 107-124 (1987; Zbl 0621.15014)], G. Loizou [J. Assoc. Comp. Mach. 16, 580-584 (1969; Zbl 0188.079)], and R. Kress, H. L. de Vries and R. Wegmann [Linear Algebra Appl. 8, 109-120 (1974; Zbl 0273.15018)]. The upper bound does not necessarily reduce to zero for normal matrices. Moreover, new bounds for \(\| \text{diag} (\lambda_ 1, \dots, \lambda_ n) \|^ 2_ F\), the spectral radius and the spread of \(A\) are given.
For the entire collection see [Zbl 0809.00014].
Reviewer: H.Havlicek (Wien)

MSC:

15A42 Inequalities involving eigenvalues and eigenvectors
15B57 Hermitian, skew-Hermitian, and related matrices