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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2003 Volume 301, Pages 172–194 (Mi znsl952)

This article is cited in 2 papers

Bounds for 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: Let an $n\times n$ Hermitian matrix $A$ be presented in block $2\times2$ form as $A=\left[\begin{smallmatrix}A_{11}&A_{12}\\A^*_{12}&A_{22}\end{smallmatrix}\right]$, where $A_{12}\ne0$, and assume that the diagonal blocks $A_{11}$ and $A_{22}$ are positive definite. Under these assumptions, it is proved that the extreme eigenvalues of $A$ satisfy the bounds
$$ \lambda_1(A)\ge\|A_{12}\|(\|R\|^{-1}+1),\quad |\lambda_n(A)|\le\|A_{12}\|\,\bigl|\,\|R\|^{-1}-1\bigr|, $$
where $R=A^{-1/2}_{11}A_{12}A^{-1/2}_{22}$ and $\|\cdot\|$ is the spectral norm. Further, in the positive-definite case, several equivalent conditions necessary and sufficient for both of the above bounds to be attained are provided.

UDC: 512.643.5

Received: 11.09.2003


 English version:
Journal of Mathematical Sciences (New York), 2005, 129:2, 3772–3786

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