If there a relationship between a submatrix's eigenvalues and the matrix's eigenvalues.
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My question
Let $A$ be a $n times n$ matrix. We denote the submatrix whose entries are ${a_{ij}}in A$ where $i=2,...,n$ and $j=2,...,n$ as $A_{n-1}$.
Suppose we know the eigenvalues of $A_{n-1}$. Does there exist a relationship between the eigenvalues of the matrix $A$ and the eigenvalues of the submatrix $A_{n-1}$?
Context
I am trying to do linear analysis on a system of $n$ ODEs an equilibrium point. The Jacobin of the system has the following structure
begin{align}
J&=begin{pmatrix}
-1 & a_{12} & dots & a_{1n} \
a_{21} & \
vdots & &A_{n-1}\
a_{n1} &
end{pmatrix}
end{align}
where $A_{n-1}$ is an $n-1 times n-1$ matrix whose eigenvalues I know from another unrelated method. The entries $a_{12},...,a_{1n}geq 0$ while entries $a_{21},...,a_{n1}leq 0$, note these entries are functions ans vary in value based on the equilibrium point the Jacobian is evaluated at.
Notes
- I suspect that the answer to my question is that there is an upper bound for the eigenvalues of $A$. I haven't found anything that supports this suspicion.
- I provide additional context to assist those answering the question, you can feel free to ignore the context if you can answer the original question.
- If any clarification is needed feel free to ask.
matrices eigenvalues-eigenvectors jacobian
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up vote
0
down vote
favorite
My question
Let $A$ be a $n times n$ matrix. We denote the submatrix whose entries are ${a_{ij}}in A$ where $i=2,...,n$ and $j=2,...,n$ as $A_{n-1}$.
Suppose we know the eigenvalues of $A_{n-1}$. Does there exist a relationship between the eigenvalues of the matrix $A$ and the eigenvalues of the submatrix $A_{n-1}$?
Context
I am trying to do linear analysis on a system of $n$ ODEs an equilibrium point. The Jacobin of the system has the following structure
begin{align}
J&=begin{pmatrix}
-1 & a_{12} & dots & a_{1n} \
a_{21} & \
vdots & &A_{n-1}\
a_{n1} &
end{pmatrix}
end{align}
where $A_{n-1}$ is an $n-1 times n-1$ matrix whose eigenvalues I know from another unrelated method. The entries $a_{12},...,a_{1n}geq 0$ while entries $a_{21},...,a_{n1}leq 0$, note these entries are functions ans vary in value based on the equilibrium point the Jacobian is evaluated at.
Notes
- I suspect that the answer to my question is that there is an upper bound for the eigenvalues of $A$. I haven't found anything that supports this suspicion.
- I provide additional context to assist those answering the question, you can feel free to ignore the context if you can answer the original question.
- If any clarification is needed feel free to ask.
matrices eigenvalues-eigenvectors jacobian
add a comment |
up vote
0
down vote
favorite
up vote
0
down vote
favorite
My question
Let $A$ be a $n times n$ matrix. We denote the submatrix whose entries are ${a_{ij}}in A$ where $i=2,...,n$ and $j=2,...,n$ as $A_{n-1}$.
Suppose we know the eigenvalues of $A_{n-1}$. Does there exist a relationship between the eigenvalues of the matrix $A$ and the eigenvalues of the submatrix $A_{n-1}$?
Context
I am trying to do linear analysis on a system of $n$ ODEs an equilibrium point. The Jacobin of the system has the following structure
begin{align}
J&=begin{pmatrix}
-1 & a_{12} & dots & a_{1n} \
a_{21} & \
vdots & &A_{n-1}\
a_{n1} &
end{pmatrix}
end{align}
where $A_{n-1}$ is an $n-1 times n-1$ matrix whose eigenvalues I know from another unrelated method. The entries $a_{12},...,a_{1n}geq 0$ while entries $a_{21},...,a_{n1}leq 0$, note these entries are functions ans vary in value based on the equilibrium point the Jacobian is evaluated at.
Notes
- I suspect that the answer to my question is that there is an upper bound for the eigenvalues of $A$. I haven't found anything that supports this suspicion.
- I provide additional context to assist those answering the question, you can feel free to ignore the context if you can answer the original question.
- If any clarification is needed feel free to ask.
matrices eigenvalues-eigenvectors jacobian
My question
Let $A$ be a $n times n$ matrix. We denote the submatrix whose entries are ${a_{ij}}in A$ where $i=2,...,n$ and $j=2,...,n$ as $A_{n-1}$.
Suppose we know the eigenvalues of $A_{n-1}$. Does there exist a relationship between the eigenvalues of the matrix $A$ and the eigenvalues of the submatrix $A_{n-1}$?
Context
I am trying to do linear analysis on a system of $n$ ODEs an equilibrium point. The Jacobin of the system has the following structure
begin{align}
J&=begin{pmatrix}
-1 & a_{12} & dots & a_{1n} \
a_{21} & \
vdots & &A_{n-1}\
a_{n1} &
end{pmatrix}
end{align}
where $A_{n-1}$ is an $n-1 times n-1$ matrix whose eigenvalues I know from another unrelated method. The entries $a_{12},...,a_{1n}geq 0$ while entries $a_{21},...,a_{n1}leq 0$, note these entries are functions ans vary in value based on the equilibrium point the Jacobian is evaluated at.
Notes
- I suspect that the answer to my question is that there is an upper bound for the eigenvalues of $A$. I haven't found anything that supports this suspicion.
- I provide additional context to assist those answering the question, you can feel free to ignore the context if you can answer the original question.
- If any clarification is needed feel free to ask.
matrices eigenvalues-eigenvectors jacobian
matrices eigenvalues-eigenvectors jacobian
asked 2 days ago
AzJ
274118
274118
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2 Answers
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There is an answer to your question for symmetric matrices : the eigenvalues $lambda_k$ of $A_{n-1}$ and $mu_j$ of $A_n$ are interleaved :
$$mu_1 leq lambda_1 leq mu_2 leq ... leq lambda_{n-1} leq mu_n$$
This is a theorem established by Cauchy in the 1830s.
See {Eigen values of a principal sub-matrix of a symmetric matrix}
For non-symmetric matrices, there is no general result like this one.
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up vote
2
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The only eigenvalue if $[0]$ is, of course, $0$. However, the eigenvalues ofbegin{bmatrix}-1&x\x&0end{bmatrix}are $dfrac{-1pmsqrt{1+4x^2}}2$, which can be arbitrarily large.
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2 Answers
2
active
oldest
votes
2 Answers
2
active
oldest
votes
active
oldest
votes
active
oldest
votes
up vote
1
down vote
accepted
There is an answer to your question for symmetric matrices : the eigenvalues $lambda_k$ of $A_{n-1}$ and $mu_j$ of $A_n$ are interleaved :
$$mu_1 leq lambda_1 leq mu_2 leq ... leq lambda_{n-1} leq mu_n$$
This is a theorem established by Cauchy in the 1830s.
See {Eigen values of a principal sub-matrix of a symmetric matrix}
For non-symmetric matrices, there is no general result like this one.
add a comment |
up vote
1
down vote
accepted
There is an answer to your question for symmetric matrices : the eigenvalues $lambda_k$ of $A_{n-1}$ and $mu_j$ of $A_n$ are interleaved :
$$mu_1 leq lambda_1 leq mu_2 leq ... leq lambda_{n-1} leq mu_n$$
This is a theorem established by Cauchy in the 1830s.
See {Eigen values of a principal sub-matrix of a symmetric matrix}
For non-symmetric matrices, there is no general result like this one.
add a comment |
up vote
1
down vote
accepted
up vote
1
down vote
accepted
There is an answer to your question for symmetric matrices : the eigenvalues $lambda_k$ of $A_{n-1}$ and $mu_j$ of $A_n$ are interleaved :
$$mu_1 leq lambda_1 leq mu_2 leq ... leq lambda_{n-1} leq mu_n$$
This is a theorem established by Cauchy in the 1830s.
See {Eigen values of a principal sub-matrix of a symmetric matrix}
For non-symmetric matrices, there is no general result like this one.
There is an answer to your question for symmetric matrices : the eigenvalues $lambda_k$ of $A_{n-1}$ and $mu_j$ of $A_n$ are interleaved :
$$mu_1 leq lambda_1 leq mu_2 leq ... leq lambda_{n-1} leq mu_n$$
This is a theorem established by Cauchy in the 1830s.
See {Eigen values of a principal sub-matrix of a symmetric matrix}
For non-symmetric matrices, there is no general result like this one.
answered 2 days ago
Jean Marie
28.1k41848
28.1k41848
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up vote
2
down vote
The only eigenvalue if $[0]$ is, of course, $0$. However, the eigenvalues ofbegin{bmatrix}-1&x\x&0end{bmatrix}are $dfrac{-1pmsqrt{1+4x^2}}2$, which can be arbitrarily large.
add a comment |
up vote
2
down vote
The only eigenvalue if $[0]$ is, of course, $0$. However, the eigenvalues ofbegin{bmatrix}-1&x\x&0end{bmatrix}are $dfrac{-1pmsqrt{1+4x^2}}2$, which can be arbitrarily large.
add a comment |
up vote
2
down vote
up vote
2
down vote
The only eigenvalue if $[0]$ is, of course, $0$. However, the eigenvalues ofbegin{bmatrix}-1&x\x&0end{bmatrix}are $dfrac{-1pmsqrt{1+4x^2}}2$, which can be arbitrarily large.
The only eigenvalue if $[0]$ is, of course, $0$. However, the eigenvalues ofbegin{bmatrix}-1&x\x&0end{bmatrix}are $dfrac{-1pmsqrt{1+4x^2}}2$, which can be arbitrarily large.
answered 2 days ago


José Carlos Santos
140k18111204
140k18111204
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