The Eigenvalues of Complementary Principal Submatrices of a Positive Definite Matrix
- 1 August 1972
- journal article
- Published by Canadian Mathematical Society in Canadian Journal of Mathematics
- Vol. 24 (4) , 658-667
- https://doi.org/10.4153/cjm-1972-061-6
Abstract
Let C be an n-square Hermitian matrix, presented in partitioned form as where A is a-square and B is b-square. Let denote the eigenvalues of C, A, B, respectively. In a recent paper [10] the following inequality was established: 1.1 if 1.2 This inequality is a simplification and a sharpening of an inequality established earlier in [6], and is a wide generalization of an inequality of Aronszajn [4].Keywords
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