This article concerns the spectral analysis of matrix-sequences which can be written as a non-Hermitian perturbation of a given Hermitian matrix-sequence.The main result reads as follows. Suppose that for every n there is a Hermitian matrix X n of size n and that {X n } n ∼ f, that is, the matrix-sequence {X n } n enjoys an asymptotic spectral distribution, in the Weyl sense, described by a Lebesgue measurable function f ; if ||Y n || 2 = o( √ n) with || ⋅ || 2 being the Schatten 2 norm, then {X n + Y n } n ∼ f. In a previous article by Leonid Golinskii and the second author, a similar result was proved, but under the technical restrictive assumption that the involved matrix-sequences {X n } n and {Y n } n are uniformly bounded in spectral norm. Nevertheless, the result had a remarkable impact in the analysis of both spectral distribution and clustering of matrix-sequences arising from various applications, including the numerical approximation of partial differential equations (PDEs) and the preconditioning of PDE discretization matrices. The new result considerably extends the spectral analysis tools provided by the former one, and in fact we are now allowed to analyze linear PDEs with (unbounded) variable coefficients, preconditioned matrix-sequences, and so forth. A few selected applications are considered, extensive numerical experiments are discussed, and a further conjecture is illustrated at the end of the article.
K E Y W O R D Sapproximation of PDEs, perturbation results, preconditioning, spectral distribution in the Weyl sense
INTRODUCTIONA matrix-sequence {A n } n is an ordered collection of complex matrices such that A n ∈ C n×n and n belongs to N + or to an infinite subset of N + , with C being the complex field and N + being the set of positive integers. It is often observed in practice that matrix-sequences arising from the numerical discretization of linear differential equations possess a spectral symbol, that is, a measurable function f ∶ D ⊆ R q → C, q ≥ 1 describing the asymptotic distribution of the matrices eigenvalues Numer Linear Algebra Appl. 2020;27:e2286. wileyonlinelibrary.com/journal/nla