REFINED PERTURBATION BOUNDS FOR EIGENVALUES OF HERMITIAN AND NON-HERMITIAN MATRICES

We present eigenvalue bounds for perturbations of Hermitian matrices and express the change in eigenvalues in terms of a projection of the perturbation onto a particular eigenspace, rather than in terms of the full perturbation. The perturbations we consider are Hermitian of rank one, and Hermitian or non-Hermitian with norm smaller than the spectral gap of a specific eigenvalue. Applications include principal component analysis under a spiked covariance model, and pseudo-arclength continuation methods for the solution of nonlinear systems.