A minimax characterization for eigenvalues of Hermitian pencils

DOI10.1016/0024-3795(91)90071-4MaRDI QIDQ2640671zbMATH OpenOpenAlexFDO

Authors Qiang Ye, B. Najman

Publication date 1991

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

Full work available at URL https://doi.org/10.1016/0024-3795(91)90071-4

zbMATH Keywords

canonical formHermitian matrix pencilminimax characterizationpositive or negative eigenvalues

Mathematics Subject Classification ID

Matrix pencils (15A22) Inequalities involving eigenvalues and eigenvectors (15A42) Hermitian, skew-Hermitian, and related matrices (15B57)

Review text

This paper provides a minimax characterization of certain positive or negative eigenvalues of a Hermitian matrix pencil \(\mu\) A-B, where A is invertible. This characterization, which is based on a canonical form for Hermitian matrix pencils, extends previous results for the case of positive definite A.

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Cites work

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• scientific article; zbMATH DE number 3322409 (Why is no real title available?)
• Matrices and indefinite scalar products
• Minimaxprinzipe zur Bestimmung der Eigenwerte J-nichtnegativer Operatoren.
• Perturbation bounds for the definite generalized eigenvalue problem
• Some variational principles for a nonlinear eigenvalue problem
• Variational Principles without Definiteness Conditions

Cited in

(9)

• Singular numbers of contractions in spaces with an indefinite metric and Yamamoto's theorem
• A minimax characterization for eigenvalues of Hermitian pencils. II
• Variational principles for indefinite eigenvalue problems
• Trace minimization principles for positive semi-definite pencils
• A variational principle for eigenvalues of pencils of Hermitian matrices
• Linear pencils and quadratic programming problems with a quadratic constraint
• Extensions of Wielandt's min-max principles for positive semi-definite pencils
• Some General Local Variational Principles
• Remote robust state estimation for nonlinear systems

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