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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2003 Volume 296, Pages 27–38 (Mi znsl1229)

This article is cited 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.

UDC: 512.643

Received: 22.11.2002


 English version:
Journal of Mathematical Sciences (New York), 2005, 127:3, 1969–1975

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