On the convergence of the ordered roots of a sequence of determinantal equations (Q910461)

Let \(\lambda_1(n) \geq \lambda_2(n) \geq \cdots \geq \lambda_ p(n)\) be the ordered roots of \(| A(n) - \lambda B(n)| = 0\) where \(A(n)\) is a \(p\times p\) real symmetric matrix and \(B(n)\) is a \(p\times p\) real symmetric positive definite matrix. Assume that \(A(n) \to A\) and \(B(n) \to B\) as \(n \to \infty\). The author investigates the behaviour of the sequences \(\{\lambda_ j(n)\}^{\infty}_{n=1}\), \(j=1,2,\ldots,p\) and asserts that in the case \(\text{rank}(B) < p \liminf \lambda_ j(n) = -\infty\) or \(\limsup \lambda_ j(n) = \infty\) holds for some \(j\), \(1\leq j\leq p\) as \(n\to\infty\) (Theorem 2). Reviewer's note: Theorem 2 contains a flaw. A simple counterexample is the following: \[ A(n) = \begin{pmatrix} 36+\frac{64}{n^2} & 48-\frac{48}{n^2} \\ \\ 48-\frac{48}{n^2} & 64+\frac{36}{n^2} \end{pmatrix}, \qquad B(n) = \begin{pmatrix} 36+\frac{64}{n} & 48-\frac{48}{n} \\ \\ 48-\frac{48}{n} & 64+\frac{36}{n} \end{pmatrix} \] \(n = 1, 2, 3, \ldots\) In this case \(\lambda_1(n) = 1\) and \(\lambda_2(n) = \frac1n\) for all \(n\).