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
Claire Zhao © 2026