Claire Zhao
Machine Learning
Mathematics
Operator Identities
Jan 13
Courant-Fischer-Weyl Theorem
Let
be a linear operator that is self-adjoint with respect to some inner proudct
. Then the
-th largest eigenvalue of
is
where the infimum is taken over all
-dimensional subspaces
and the supremum is taken over all
with
.
Weyl’s Inequality
Let
be a linear operator that is self-adjoint with respect to some inner proudct
. Then the greatest eigenvalue
satisfies
Cauchy’s Interlacing Theorem
For a symmetric matrix
and vector
, the eigenvalues of A interlace the eigenvalues of
, i.e.
Proposition
Let
be a symmetric matrix, and let
. If
has at most one positive eigenvalue, then
has at most one positive eigenvalue.
A Real Inequality
Let
and
. Define
for each
. Then
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