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Zapiski Nauchnykh Seminarov POMI, 2003, Volume 296, Pages 27–38
(Mi znsl1229)
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This article is cited in 4 scientific papers (total in 4 papers)
On the extreme eigenvalues of block $2\times2$ Hermitian matrices
L. Yu. Kolotilina St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences
Abstract:
The lower bound
$$
\lambda_1(A)-\lambda_n(A)\ge2\|A_{12}\|
$$
for the difference of the extreme eigenvalues of an $n\times n$ Hermitian block $2\times2$ matrix
$A=\left[\smallmatrix A_{11}&A_{12}\\A^*_{12}&A_{22}\endsmallmatrix\right]$ is established, and conditions necessary and sufficient for this bound to be attained at $A$ are provided. Some corollaries of this result are derived. In particular, for a positive-definite matrix $A$, it is demonstrated that $\lambda_1(A)-\lambda_n(A)=2\|A_{12}\|$ if and only if $A$ is optimally conditioned, and explicit expressions for the extreme eigenvalues of such matrices are obtained.
Received: 22.11.2002
Citation:
L. Yu. Kolotilina, “On the extreme eigenvalues of block $2\times2$ Hermitian matrices”, Computational methods and algorithms. Part XVI, Zap. Nauchn. Sem. POMI, 296, POMI, St. Petersburg, 2003, 27–38; J. Math. Sci. (N. Y.), 127:3 (2005), 1969–1975
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https://www.mathnet.ru/eng/znsl1229 https://www.mathnet.ru/eng/znsl/v296/p27
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Abstract page: | 293 | Full-text PDF : | 68 | References: | 51 |
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