A Sharp Unitarily Invariant Norm Bound for the Off-Diagonal Block Perturbation of a Hermitian Matrix

Abstract

Let $$ A=\begin{bmatrix} H_1 & E^* \\ E & H_2 \end{bmatrix} \quad\text{and}\quad \widetilde A=\begin{bmatrix} H_1 & 0 \\ 0 & H_2 \end{bmatrix} $$ be two partitioned Hermitian matrices, where $\widetilde A$ is obtained from $A$ by simply dropping the off-diagonal blocks, and let $η$ be the gap between the spectra ${\rm eig}(H_1)$ of $H_1$ and ${\rm eig}(H_2)$ of $H_2$. Define, for $δ\ge 0$ and $ε\ge 0$, $$ ϕ(δ,ε)= \begin{cases} 2ε/(δ+\sqrt{δ^2+4ε^2}), &\quad\mbox{if $(δ,ε)\ne (0,0)$}, 1, &\quad\mbox{if $(δ,ε) = (0,0)$}, \end{cases} $$ and let $V=A-\widetilde A$ and $ε_2=\|E\|_2=\|V\|_2$, the matrix spectral norm. Li and Li [{\em Linear Algebra Appl.}, 395:183--190, 2005] established a sharp spectral-norm bound on the changes in the eigenvalues of $A$: $$ \big\|{\rm diag}\big(\pmbλ(A)-\pmbλ(\widetilde A)\big)\big\|_2 \le ϕ(η,ε_2)\,\|E\|_2, $$ where $\pmbλ(A)$ is the vector whose components are the eigenvalues of $A$ in descending order and similarly for $\pmbλ(\widetilde A)$. The goal of this paper is to resolve the question: how far an extension of this result in the form $$ \big\|{\rm diag}\big(\pmbλ(A)-\pmbλ(\widetilde A)\big)\big\|_{\rm UI} \le ϕ(η,ε_2)\,\|A-\widetilde A\|_{\rm UI} $$ remains valid for some or all unitarily invariant norms $\|\cdot\|_{\rm UI}$? Two results are obtained: (a) the extension holds for any $Q$-norm, a subclass of unitarily invariant norms that encompasses the Schatten $p$-norm for $2\le p\le\infty$ (particularly, the Frobenius norm and the spectral norm included), and (b) the extension holds for any unitarily invariant norm if ${\rm rank}(E)\le 1$. It is demonstrated that the equality is attained on the $2\times 2$ matrix $A$.