A minimax characterization for eigenvalues of Hermitian pencils. II (Q1308440): Difference between revisions

Minimax and maximin characterizations are obtained for certain real eigenvalues of a regular (i.e., with determinant not identically zero) Hermitian matrix pencil \(\lambda A-B\). In other words, certain real eigenvalues of \(\lambda A-B\) are expressed in one of the forms, \(\max \inf R(x)\) or \(\min \sup R(x)\). Here \(R(x)=(x^*Bx) / (x^*Ax)\) is the Reyleigh quotient, the infimum (or supremum) is taken over all \(x\) in a given subspace \(C\) such that \(x^*Ax\) is either positive for all such \(x\) or negative for all these \(x\), and the maximum (or minimum) is taken over all subspaces \(C\) of certain dimension. If \(A\) and \(B\) are real, then it suffices to take the extremum (max or min) only over real subspaces \(C\). The results generalize previously obtained theorems for Hermitian matrix pencils \(\lambda A-B\) with nonsingular \(A\) [see \textit{B. Najman} and \textit{Q. Ye}, in part I, ibid. 144, 217-230 (1991; Zbl 0721.15009)].