Spectral Lipschitz bound from Frobenius distance
ID: spectral-lipschitz-bound-from-frobenius-distance
For equally sized Hermitian matrices and a real test function with Lipschitz bound one, the difference of its averages under their empirical spectral measures is at most times the Frobenius norm of their difference. Pair the increasing eigenvalues, apply the triangle inequality and Cauchy-Schwarz inequality, then use the Hoffman–Wielandt inequality.
New to topics? Read the docs here!