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Exercise 2025Topology › Topology of Mn(ℝ) › Rank, spectrum and normsM1Added 6 Nov 2026

Eigenvalues of normal matrices move by at most the size of the perturbation

#normal matrices#Bauer-Fike#Weyl#unitary diagonalisation

Statement

Let A∈Mn(C)A\in M_n(\mathbb{C}) be normal (AA∗=A∗AAA^*=A^*A), for instance real symmetric. Show that for every EE, every eigenvalue μ\mu of A+EA+E is within distance ∥E∥\|E\| of some eigenvalue of AA. For real symmetric A,EA,E show the sharper statement that the sorted eigenvalues satisfy ∣λk(A+E)−λk(A)∣≤∥E∥|\lambda_k(A+E)-\lambda_k(A)|\le\|E\|.

Hint

Normal matrices are unitarily diagonalisable, so the condition number of the eigenvector matrix is 11.

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Solution

First statement. By the spectral theorem for normal matrices, A=UDU∗A=UDU^* with UU unitary and DD diagonal. Then ∥U∥=∥U−1∥=1\|U\|=\|U^{-1}\|=1, so κ(U)=1\kappa(U)=1. Bauer-Fike gives
min⁡i∣μ−di∣≤κ(U)∥E∥=∥E∥.\min_i|\mu-d_i|\le\kappa(U)\|E\|=\|E\|.

Symmetric case, sorted eigenvalues (Weyl). For real symmetric AA with eigenvalues λ1≤⋯≤λn\lambda_1\le\dots\le\lambda_n, the Courant-Fischer formula says
λk(A)=min⁡dim⁡V=k max⁡x∈V,∣x∣=1xTAx.\lambda_k(A)=\min_{\dim V=k}\ \max_{x\in V,|x|=1}x^TAx.
For a unit xx, xT(A+E)x≤xTAx+∥E∥x^T(A+E)x\le x^TAx+\|E\|, hence λk(A+E)≤λk(A)+∥E∥\lambda_k(A+E)\le\lambda_k(A)+\|E\|. Applying this to the pair (A+E,−E)(A+E,-E) gives λk(A)≤λk(A+E)+∥E∥\lambda_k(A)\le\lambda_k(A+E)+\|E\|. So
∣λk(A+E)−λk(A)∣≤∥E∥.|\lambda_k(A+E)-\lambda_k(A)|\le\|E\|.

Example. A=diag⁡(1,3)A=\operatorname{diag}(1,3) and E=(0εε0)E=\begin{pmatrix}0&\varepsilon\\\varepsilon&0\end{pmatrix} with ∥E∥=ε\|E\|=\varepsilon: the eigenvalues of A+EA+E are 2±1+ε22\pm\sqrt{1+\varepsilon^2}, which differ from 1,31,3 by 1+ε2−1≤ε2/2<ε\sqrt{1+\varepsilon^2}-1\le\varepsilon^2/2<\varepsilon.

Remark. The contrast with the nilpotent Jordan block (change ε1/n\varepsilon^{1/n} for a perturbation of size ε\varepsilon) shows that non-normality is exactly what makes eigenvalues sensitive. This also explains why symmetric eigenproblems are numerically much easier than general ones.