Independence of eigenvalues and independence of singular values of submatrices

DOI10.1016/0024-3795(92)90272-CMaRDI QIDQ1185054zbMATH OpenFDO

Authors Che-Man Cheng

Publication date 28 June 1992

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(92)90272-C

zbMATH Keywords

eigenvaluesHermitian matrixindependence of singular valuesinterlacing inequalitiesunitary matrices

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Inequalities involving eigenvalues and eigenvectors (15A42)

Review text

Let \(H\) be an \(n\times n\) Hermitian matrix and let \(2\leq k\leq n\), \(1\leq r\leq n/2\) be fixed with \(kr\leq n\). The author shows that as \(U\) varies over all unitary matrices, the eigenvalues of certain principal submatrices of \(UHU^*\) independently assume all values permitted by certain interlacing inequalities if and only if each distinct eigenvalue of \(H\) has multiplicity at least \(rk\). This generalizes a result of \textit{R. C. Thompson} [ibid. 2, 355-374 (1969; Zbl 0224.15014)]. The author also gives some necessary conditions for the independence of singular values of certain principal submatrices of \(UAV\), where \(A\) is a complex matrix and \(U\) and \(V\) vary over all unitary matrices. In some cases these conditions are also proved to be sufficient.

Recommendations

• An observation about submatrices
• On the eigenvalues of principal submatrices of normal, hermitian and symmetric matrices
• Distribution of Subdominant Eigenvalues of Matrices with Random Rows
• Principal Submatrices of a Hermitian Matrix
• Inequalities on the singular values of an off-diagonal block of a Hermitian matrix

Cites work

• Matrix Analysis
• Principal submatrices. IV: On the independence of the eigenvalues of different principal submatrices
• Principal submatrices. IX: Interlacing inequalities for singular values of submatrices
• Singular Values, Diagonal Elements, and Convexity

Cited in

(6)

• On separation of eigenvalues by certain matrix subgroups
• Independent Subspace Analysis Is Unique, Given Irreducibility
• On the eigenvalues of principal submatrices of normal, hermitian and symmetric matrices
• On the decomposable numerical range of λI-N
• On Principal Sections of a Pair of Forms
• Suborthogonality and orthocentricity of matrices

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