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

DOI10.1016/J.LAA.2019.05.010zbMATH Open1420.15010arXiv1711.00495OpenAlexW2963187663WikidataQ127838017 ScholiaQ127838017MaRDI QIDQ2321361FDOQ2321361

Yuji Nakatsukasa, Vanni Noferini

Publication date: 29 August 2019

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

Abstract: Sylvester's law of inertia states that the number of positive, negative and zero eigenvalues of Hermitian matrices is preserved under congruence transformations. The same is true of generalized Hermitian definite eigenvalue problems, in which the two matrices are allowed to undergo different congruence transformations, but not for the indefinite case. In this paper we investigate the possible change in inertia under congruence for generalized Hermitian indefinite eigenproblems, and derive sharp bounds that show 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. A prominent application of the original Sylvester's law is in finding the number of eigenvalues in an interval. Our results can be used for estimating the number of real eigenvalues in an interval for generalized indefinite and nonlinear eigenvalue problems.

Full work available at URL: https://arxiv.org/abs/1711.00495

zbMATH Keywords

eigenvalue problemSylvester's law of inertiacongruence transformation

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Hermitian, skew-Hermitian, and related matrices (15B57) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Matrix pencils (15A22)

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Cited In (3)

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Uses Software

• NLEVP
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