Abstract
If we change the sign of p ≤ m columns (or rows) of an m × m positive definite symmetric matrix A, the resultant matrix B has p negative eigenvalues. We give systems of inequalities for the eigenvalues of B and of the matrix obtained from B by deleting one row and column. To obtain these, we first develop characterizations of the eigenvalues of B which are analogous to the minimum-maximum properties of the eigenvalues of a symmetric A, i.e. the Courant-Fischer theorem. These results arose from studying probability distributions on the hyperboloid of revolution x21 + ⋯ + x2m-p - x2m - p + 1 - ⋯ - x2m = 1. By contrast, the familiar results are associated with the sphere x21 + ⋯ + x2m = 1.
Original language | English (US) |
---|---|
Pages (from-to) | 115-130 |
Number of pages | 16 |
Journal | Linear Algebra and Its Applications |
Volume | 70 |
Issue number | C |
DOIs | |
State | Published - Oct 1985 |
All Science Journal Classification (ASJC) codes
- Algebra and Number Theory
- Numerical Analysis
- Geometry and Topology
- Discrete Mathematics and Combinatorics