Matrix perturbation bounds via contour bootstrapping

Abstract: Matrix perturbation bounds play an essential role in the design and analysis of spectral algorithms. In this paper, we use a "contour bootstrapping" argument to derive several new perturbation bounds. As applications, we discuss new bounds on the error occurring when one uses matrix sparsification to speed up the computation of spectral parameters. Another potential application is the estimation of the trade-off in computing with privacy.