Eigenvalues of sum of a Hermitian matrix and a diagonal matrix

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SUMMARY

The discussion centers on the eigenvalues of the sum of a Hermitian matrix A and a diagonal matrix B, resulting in a new matrix C = A + B. It is established that the eigenvalues of C, denoted as c_1, ..., c_n, cannot be directly determined from the eigenvalues of A (a_1, ..., a_n) and B (b_1, ..., b_n). However, it is confirmed that the sum of the eigenvalues of C equals the sum of the eigenvalues of A and B, and the minimum eigenvalue of C is bounded above by the average of the eigenvalues of A and B.

PREREQUISITES
  • Understanding of Hermitian matrices and their properties
  • Knowledge of diagonal matrices and their eigenvalues
  • Familiarity with eigenvalue theory in linear algebra
  • Basic concepts of matrix addition and its implications on eigenvalues
NEXT STEPS
  • Study the spectral theorem for Hermitian matrices
  • Learn about the Gershgorin circle theorem for eigenvalue estimation
  • Explore perturbation theory in relation to eigenvalues
  • Investigate the implications of matrix addition on eigenvalue distributions
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Mathematicians, physicists, and engineers working with linear algebra, particularly those focusing on matrix theory and eigenvalue analysis.

peterlam
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Consider two matrices:
1) A is a n-by-n Hermitian matrix with real eigenvalues a_1, a_2, ..., a_n;
2) B is a n-by-n diagonal matrix with real eigenvalues b_1, b_2, ..., b_n.

If we form a new matrix C = A + B, can we say anything about the eigenvalues of C (c_1, ..., c_n) from the eigenvalues of A and B? Can we determine c_1, ..., c_n from a_1, ..., a_n, b_1, ..., b_n? If not, can we just determine the smallest eigenvalue of C from A and B?

Thank you!
 
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c1+c2+...+cn=a1+a2+...+an+b1+b2+...+bn
min{c1,c2,...,cn} ≤ (a1+a2+...+an+b1+b2+...+bn)/n
 

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