How can I learn about the maximum and eigenvalues of matrices?

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Discussion Overview

The discussion centers on understanding the relationship between the maximum eigenvalue of matrices and related expressions. Participants explore concepts related to eigenvalues, matrix properties, and potential inequalities involving matrices.

Discussion Character

  • Exploratory
  • Technical explanation
  • Debate/contested
  • Mathematical reasoning

Main Points Raised

  • One participant seeks resources to understand the maximum eigenvalue of matrices and its applications.
  • Another participant questions the meaning of "the maximum" in the context of the discussion.
  • A clarification is provided that "the maximum" refers to the largest eigenvalue, defined as \(\lambda_{\max}(A) = \max_{\| x \| =1} x^* A x\).
  • There is a discussion about whether the function \(\lambda_{\max}\) is linear on the space of matrices, with a participant asserting that it is not.
  • A claim is made regarding the relationship between the eigenvalues of two matrices, suggesting that if \(A-B\) is Hermitian and positive definite, then \(\max_{\|x\|=1} x^*(A-B)x \geq \lambda_{\max}(A) - \lambda_{\max}(B)\).
  • A participant shares a partial result involving eigenvalues, stating \(\lambda_{\max}(A)I \geq A \geq \lambda_{\min}(A)I\) and poses a question about the eigenvalue of the sum of two matrices, \( \lambda_{\max}(A+B) \).
  • Another participant expresses skepticism about deriving meaningful results for arbitrary matrices \(A\) and \(B\), indicating uncertainty in the discussion.

Areas of Agreement / Disagreement

Participants do not reach a consensus on the properties of the maximum eigenvalue function or the relationships involving the eigenvalues of the sum of matrices. Multiple competing views and uncertainties remain throughout the discussion.

Contextual Notes

Limitations include the lack of established results for arbitrary matrices regarding their eigenvalues and the dependence on specific conditions such as Hermitian and positive definiteness.

azizz
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Does anybody have a good book/website where I can find good information on how to use the maximum on matrices. I have to prove an expression involving the maximum and eigenvalue of matrices. But I don't know how to link those to together. I think I can figure this out, if only I had some good information source :)

Regards, Azizz
 
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What do you mean by "the maximum"?
 
Sorry I went to fast here. With the maximum I meant the largest (or maximal) eigenvalue, for example

[tex]\lambda_{\max}(A) = \max_{\| x \| =1} x^* A x[/tex]

Then my question is: what do I know of this operator? Is it, eg, linear?
 
You mean is the function [itex]\lambda_\max[/itex] linear on the space of matrices? Certainly not.
 
Ok, but I think this holds true:

Suppose A-B is hermitian and positive definite, then

[tex]\max_{\|x\|=1} x^*(A-B)x \geq x^*(A-B) x = x^*Ax - x^*Bx \leq \lambda_{\max}(A) - \lambda_{\max}(B)[/tex]
 
Found partly what I needed:

[tex]\lambda_{\max}(A)I \geq A \geq \lambda_{\min}(A)I[/tex]

[tex]\beta I > A \iff \beta > \lambda_{\max}(A)[/tex]

Now all I have to know is what is known for the eigenvalue of two matrices? That is:

[tex]\lambda_{\max}(A+B) = ...[/tex]

Is there any expression I can use for such an equality (or perhaps inequility)?
 
Last edited:
I don't think you can say anything intelligent for arbitrary matrices A and B. (But I could be wrong!)
 

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