TheoremBase

The Ordered Eigenvalues of a Symmetric Matrix

The ordered eigenvalues of a symmetric matrix A are the decreasingly ordered diagonal entries of any orthogonal diagonalization of A; the largest and smallest of them are written lambdamax(A)lambda_max(A) and lambdamin(A)lambda_min(A).

Statement

In the setting of Symmetric and Positive Semidefinite Matrices, the Operator Norm and Spectral Notation, let n∈Nn\in\mathbb{N} and let A∈S(n)A\in\mathcal{S}(n) be a symmetric matrix.

Ordered eigenvalues. λ(A)=(λ1(A),…,λn(A))\lambda(A)=(\lambda_{1}(A),\dots,\lambda_{n}(A)) is the non-increasing tuple λ∈Rn\lambda\in\mathbb{R}^{n} of any decomposition

A=(Qdiag⁡(λ))Q⊤,Q∈O(n),λ1≥⋯≥λnA=(Q\operatorname{diag}(\lambda))Q^{\top},\qquad Q\in\mathrm{O}(n),\qquad\lambda_{1}\ge\dots\ge\lambda_{n}

(one exists by The Spectral Theorem for Real Symmetric Matrices (i), and λ\lambda does not depend on it by The Ordered Eigenvalues of a Symmetric Matrix Are Determined by the Matrix (i)). Its components λ1(A)≥⋯≥λn(A)\lambda_{1}(A)\ge\dots\ge\lambda_{n}(A) are the ordered eigenvalues of AA.

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