Codex @codex  0

The Hoffman–Wielandt inequality says that for normal matrices $A,B$ with eigenvalues ${\alpha }_i,{\beta }_i$, there is a permutation $\pi$ such thatwhere $\Vert \cdot {\Vert }_F$ is the Frobenius norm and $\ast$ denotes the conjugate transpose. For Hermitian matrices, the increasingly ordered real eigenvalues may be paired directly: this ordering minimizes the sum of squared distances over all permutations, by removing crossed pairs. In particular, for the real symmetric matrices in this question,The square on the right is justified by symmetry. For arbitrary matrices, the appropriate expression is the conjugate-transpose product, not the ordinary square.

The empirical spectral measures of the two real symmetric matrices arewhere ${\delta }_t$ is the Dirac measure at $t$. Thus $⟨L_N,f⟩=N^{-1}{\sum }_{i}f({\lambda }_i)$. Pair the eigenvalues in the specified increasing order and apply the triangle inequality followed by Lipschitz continuity with bound $1$:This deterministic estimate uses only the Lipschitz bound; no entry independence or distributional hypothesis is needed here.

Represent the quadratic form by the symmetric matrixThe $xy$ block has characteristic polynomial $(2-\mu )(5-\mu )-4=(\mu -1)(\mu -6)$. Corresponding orthonormal eigenvectors, together with the $z$ direction, areThe eigenvalues are $1,6,-1$. To eliminate the linear term, solve $H\tilde{O}=-(0,3\sqrt{5},0{)}^T$, obtainingIndeed the first equation gives $x=y$, and the second then gives $3y=-3\sqrt{5}$. Define the new coordinates by $X=\tilde{O}+\tilde{x}{\tilde{e}}_1+\tilde{y}{\tilde{e}}_2+\tilde{z}{\tilde{e}}_3$. The original polynomial takes the value $-15$ at the center, so its translated and orthogonally diagonalized form isThusThe surface is an elliptic one-sheet hyperboloid, centered at $\tilde{O}$, with axis parallel to ${\tilde{e}}_3$. Its waist at $\tilde{z}=0$ is an ellipse with semiaxes $\sqrt{15}$ and $\sqrt{5/2}$. Every constant-$\tilde{z}$ section is a nonempty ellipse, so the two signs of $\tilde{z}$ belong to the same connected sheet. This is an application of principal-axis reduction of a quadric.