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Wielandt-Hoffman theorem (Theorem)

Let $A$ and $B$ be normal matrices. Let their eigenvalues $a_i$ and $b_i$ be ordered such that $\sum_i |a_i-b_i|^2$ is minimized. Then we have the following inequality$$ \sum_i |a_i-b_i|^2 \le \|A-B\|_F^2,$$ where $\|\cdot\|_F$ is the Frobenius matrix norm.




"Wielandt-Hoffman theorem" is owned by Andrea Ambrosio. [ owner history (1) ]
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See Also: Schur's inequality


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proof of Wielandt-Hoffman theorem (Proof) by Andrea Ambrosio
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Cross-references: Frobenius matrix norm, inequality, eigenvalues
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This is version 1 of Wielandt-Hoffman theorem, born on 2005-01-29.
Object id is 6680, canonical name is WielandtHoffmanTheorem.
Accessed 2743 times total.

Classification:
AMS MSC15A42 (Linear and multilinear algebra; matrix theory :: Inequalities involving eigenvalues and eigenvectors)
 15A18 (Linear and multilinear algebra; matrix theory :: Eigenvalues, singular values, and eigenvectors)

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