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Differentiability of Eigenvalues - Perturbation Theory

The complete reference is Kato's book Perturbation theory .... But perhaps you need only the most basic results. Then see my book Matrices (Springer GTM #216), 2nd edition. This is Section 5.2. Mind …
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2 votes

Bounding eigenvalue/eigenspace perturbations for hermitian matrices

The eigenvalues are $1$-Lipschitz over the set of Hermitian matrices: $$|\lambda_k(B)-\lambda_k(A)\|\le\|B-A\|.$$ This Lipschitz property is a very different phenomenon than the analyticity of $t\maps …
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Eigenvalue-related statements

This is rather classical. The set of such $\lambda$'s is called the $\epsilon$-pseudo-spectrum. It is presented in many books on numerical linear algebra. I suggest S.K. Godunov Modern aspects of line …
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