TheoremBase

Eigenvalue, Quadratic-Form and Order Bounds for a Symmetric Matrix

For a symmetric matrix, the bounds aI ⪯ A ⪯ bI, the quadratic-form bounds a|ξ|² ≤ ξ·Aξ ≤ b|ξ|², and the eigenvalue bounds a ≤ λ_n(A), λ_1(A) ≤ b are equivalent; the operator norm is the larger of |λ_1(A)| and |λ_n(A)|.

Statement

In the setting of Symmetric and Positive Semidefinite Matrices, the Operator Norm and Spectral Notation, let n∈Nn\in\mathbb{N}, let A∈S(n)A\in\mathcal{S}(n), and let a,b∈Ra,b\in\mathbb{R}. Write λ1(A)≥⋯≥λn(A)\lambda_{1}(A)\ge\dots\ge\lambda_{n}(A) for the ordered eigenvalues of AA.

Order and quadratic form. aIn⪯A⪯bInaI_{n}\preceq A\preceq bI_{n} if and only if

a∥ξ∥2≤ξ⋅(Aξ)≤b∥ξ∥2for every ξ∈Rn.a\lVert\xi\rVert^{2}\le\xi\cdot(A\xi)\le b\lVert\xi\rVert^{2}\qquad\text{for every }\xi\in\mathbb{R}^{n}.

Quadratic form and eigenvalues. a∥ξ∥2≤ξ⋅(Aξ)≤b∥ξ∥2a\lVert\xi\rVert^{2}\le\xi\cdot(A\xi)\le b\lVert\xi\rVert^{2} for every ξ∈Rn\xi\in\mathbb{R}^{n} if and only if a≤λn(A)a\le\lambda_{n}(A) and λ1(A)≤b\lambda_{1}(A)\le b.

Extreme eigenvalues as bounds. λn(A)In⪯A⪯λ1(A)In\lambda_{n}(A)I_{n}\preceq A\preceq\lambda_{1}(A)I_{n}.

Operator norm.

∥A∥=max⁡(∣λ1(A)∣,∣λn(A)∣).\lVert A\rVert=\max\bigl(|\lambda_{1}(A)|,|\lambda_{n}(A)|\bigr).

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