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The Eigenvalues of Complementary Principal Submatrices of a Positive Definite Matrix
Published online by Cambridge University Press: 20 November 2018
Extract
Let C be an n-square Hermitian matrix, presented in partitioned form as
where A is a-square and B is b-square. Let denote the eigenvalues of C, A, B, respectively. In a recent paper [10] the following inequality was established:
1.1
if
1.2
This inequality is a simplification and a sharpening of an inequality established earlier in [6], and is a wide generalization of an inequality of Aronszajn [4].
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- Copyright © Canadian Mathematical Society 1972
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