Wielandt and Ky-Fan theorem for matrix pairs. (Q1399921): Difference between revisions

The classical Wielandt and Ky-Fan theorems are widely used in matrix theory. Using these theorems one can obtain various eigenvalue perturbation bounds, for example, the Cauchy inequality can be derived from the Wielandt theorem. The aim of the reviewed paper is to give a generalization of the Wielandt and Ky-Fan theorems for an arbitrary Hermitian matrix pair \((A,B)\), the only assumption being the non-singularity of \(B\). The main tool is the variational characterization of eigenvalues of Hermitian matrix pairs given in the paper of \textit{P. Binding} and \textit{Q. Ye} [{Variational principles for indefinite eigenvalue problems}, Linear Algebra Appl. 218, 251--262 (1995; Zbl 0821.15005)]. The authors present the variational characterization in the form ``sup inf'', the sum of those eigenvalues which ``survive'' a cancellation algorithm (introduced in the above mentioned paper of Binding and Ye), and which do not ``jump over'' the cancelled pairs of eigenvalues. First they prove the theorem in the case when all real eigenvalues are semi-simple, the general case being a corollary on the semi-simple case. For the Ky-Fan-like theorem they show that the sum of the \(p\) smallest eigenvalues of the same type can be variationally characterized. In both theorems, the matrix \(B\) induces a geometry in which the authors operate. In the last section of the paper they apply both results to a ``partially overdamped'' quadratic eigenvalue problem by a convenient reduction of the quadratic matrix pencil to a linear pencil with Hermitian matrix.