Inequalities for \(J\)-Hermitian matrices (Q2568390)

Let \(J= I_r\oplus(-I_{n-r})\) with \(0< r< n\). For any two \(n\)-by-\(n\) matrices \(A\) and \(C\), the \(J\), \(C\)-numerical range \(W^J_C(A)\) of \(A\) is the set consisting of the trace of \(CU^{-1}AU\) with \(U\) any \(n\times n\) matrix satisfying \(U^*JU= J\). An \(n\times n\) matrix \(A\) is said to be \(J\)-Hermitian if \(A= JA^*J\equiv A^{\#}\); it is \(J\)-unitarily diagonalizable if there is a \(J\)-unitary matrix \(U\) \((UU^{\#}= U^{\#}U= I_n)\) such that \(U^{\#}AU\) is diagonal. The present paper starts with a theorem characterizing, for any two nonscalar \(J\)-Hermitian and \(J\)-unitarily diagonalizable matrices \(A\) and \(C\), the set \(W^J_C(A)\), in terms of the eigenvalues of \(A\) and \(C\), as some infinite interval of the real line. This is then used to give the indefinite versions of the classical results of Ky Fan, Rayleigh-Ritz and Schur on the inequalities of the eigenvalues of Hermitian matrices. For example, the analogue for Schur's theorem relating the eigenvalues and the diagonal entries of a Hermitian matrix is as follows: Let \(A= [a_{ij}]\) be a \(J\)-Hermitian matrix with real eigenvalues \(\alpha_1\geq\cdots\geq\alpha_r\) and \(\alpha_{r+1}\geq \cdots\geq \alpha_n\) in \(\sigma^+_J(A)\) and \(\sigma^-_J(A)\), respectively. Here \(\sigma^{\pm}_J(A)\) denote the sets of eigenvalues of \(A\) with eigenvectors \(x\) such that \(x^*Jx=\pm 1\). Let \(a_{11}'\geq\cdots\geq a_{rr}'\) and \(a_{r+1,r+1}'\geq\cdots\geq a_{nn}'\) be the rearrangement of the diagonal entries \(a_{11},\dots, a_{rr}\) and \(a_{r+1, r+1},\dots, a_{nn}\), respectively. If \(\alpha_1< \alpha_n\), then \(\sum^k_{j=1} a_{jj}'\leq \sum^k_{j=1} \alpha_j\) for all \(k\), \(1\leq k\leq n\), with equality for \(k= n\). Similar majorization inequalities are obtained when \(\alpha_r> \alpha_{r+1}\).