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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2022 Volume 514, Pages 55–60 (Mi znsl7241)

On a nontrivial situation with pseudounitary eigenvalues of a positive definite matrix

Kh. D. Ikramov

Lomonosov Moscow State University

Abstract: Let $I_{p,q} = I_p \oplus -I_q$. Pseudounitary eigenvalues of a positive definite matrix $A$ are the moduli of the conventional eigenvalues of the matrix $I_{p,q}A$. They are invariants of pseudounitary *-congruences performed with $A$. For a fixed $n = p + q$, the sum of the squares $\sigma_{p,q}$ of these numbers is a function of the parameter $p$. In general, its values for different $p$ can vary very significantly. However, if $A$ is the tridiagonal Toeplitz matrix with the entry $a \ge 2$ on the main diagonal and the entry $-1$ on the two neighboring diagonals, then $\sigma_{p,q}$ has a constant value for all $p$. This nontrivial fact is explained in the paper.

Key words and phrases: pseudounitary matrix, pseudounitary eigenvalues of a positive definite matrix, Cholesky decomposition.

UDC: 512.643.8

Received: 25.04.2022



© Steklov Math. Inst. of RAS, 2024