Relative perturbation bounds for eigenvalues of symmetric positive definite diagonally dominant matrices

For a symmetric positive semidefinite diagonally dominant matrix, if its off-diagonal entries and its diagonally dominant parts for all rows (which are defined for a row as the diagonal entry subtracted by the sum of absolute values of off-diagonal entries in that row) are known to a certain relative accuracy, we show that its eigenvalues are known to the same relative accuracy. Specifically, we prove that if such a matrix is perturbed in a way that each off-diagonal entry and each diagonally dominant part have relative errors bounded by some ε, then all its eigenvalues have relative errors bounded by ε. The result is extended to the generalized eigenvalue problem.