Inertia laws and localization of real eigenvalues for generalized indefinite eigenvalue problems (Q2321361)

The authors investigate the possible change in inertia under congruence for generalized Hermitian indefinite eigenproblems, and derive sharp bounds that show that the inertia of the two individual matrices often still provides useful information about the eigenvalues of the pencil, especially when one of the matrices is almost definite. They also discuss applications and variants, including bounding the number of eigenvalues in any real interval, i.e., not necessarily \((0, \infty)\) or \((-\infty, 0)\). The results obtained can be used for estimating the number of real eigenvalues in an interval for generalized indefinite and nonlinear eigenvalue problems. Numerical experiments are presented to illustrate the results.