Extended interlacing intervals (Q677914)

Let \(A\) be \(n\times n\) Hermitian, let \(\alpha\subset\{1,\dots,n\}\) and let \(\lambda_1^\alpha\leq \dots\leq\lambda^\alpha_{|\alpha|}\), denote the eigenvalues of the principal submatrix \(A[\alpha]\). Classic interlacing says that, when \(i<j\), at least, \(j-i-|\alpha|+1\) eigenvalues of \(A\) must lie between \(\lambda_i^\alpha\) and \(\lambda_j^\alpha\). This yields no information when \(j-i<|\alpha|\). The authors here make very clever use of the eigenvectors of \(A[\alpha]\) and the singular vectors of the submatrix below it, \(A[\alpha^c,\alpha]\), to obtain an analogous result which can yield more information.