proof of Weyl’s inequalityLet λi be the i-th eigenvalue of A+E. Then, by the Courant-Fisher min-max theorem and being xHEx≥0 by hypothesis, we have:λi(A+E)=maxS,dimS=imin∥x∥≠0xH(A+E)xxHx==maxS,dimS=imin∥x∥≠0(xHAxxHx+xHExxHx)≥maxS,dimS=imin∥x∥≠0xHAxxHx=λi(A).