Further spectral properties of the matrix \(C^{-1}B\) with positive definite \(C\) and Hermitian \(B\) applied to wider classes of matrices \(C\) and \(B\) (Q330374): Difference between revisions

Let \(C\) be a positive definite matrix and \(B\) be Hermitian. Certain spectral properties of the matrix \(C^{-1}B\) are obtained. Specifically, given \(A\), let \(R\) be a matrix constructed in a particular fashion from the principal eigenvectors of \(A\), the details of which are not included here. Define \(C=R\) and \(B=\frac{1}{2}(A^*R+RA)\). Let \(\lambda\) be an eigenvalue of \(A\) with algebraic multiplicity one. Then \(\mathrm{Re}(\lambda)\) is an eigenvalue of \(C^{-1}B\). The converse is also true. A similar result is stated next. Let \(C=R\) and \(B=\frac{1}{2i}(RA-A^*R)\). Let \(\lambda\) be an eigenvalue of \(A\) with algebraic multiplicity one. Then \(\mathrm{Im}(\lambda)\) is an eigenvalue of \(C^{-1}B\). Furthermore, the eigenvectors also coincide. One another similar result is established. These results extend earlier known results, when \(A\) is diagonalizable matrix. Illustrative numerical examples are presented.