Let A be an n x n symmetric matrix, R be an n xm matrix such that with m ≤n), and let B = R¹ AR (an m × m matrix). The following properties igenvalues of B interlace the eigenvalues of A. < 1₂ <...< An are the eigenvalues of A and µ₁ ≤ µ₂ <... m are the alues of B, and if λ = ₁, then there is an eigenvector v of B with eigenvalue h that Rv is an eigenvector of A with eigenvalue Xi-

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
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Chapter2: Second-order Linear Odes
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Let A be an n x n symmetric matrix, R be an n xm matrix such that
RTR = 1 (with m≤n), and let B = R¹ AR (an m × m matrix). The following properties
hold:
(a) The eigenvalues of B interlace the eigenvalues of A.
...
(0) If λι 5 λε
An are the eigenvalues of A and µ₁ ≤ µ₂ ≤... <μm are the
2
eigenvalues of B, and if λ = i, then there is an eigenvector v of B with eigenvalue
i such that Rv is an eigenvector of A with eigenvalue i-
Transcribed Image Text:Let A be an n x n symmetric matrix, R be an n xm matrix such that RTR = 1 (with m≤n), and let B = R¹ AR (an m × m matrix). The following properties hold: (a) The eigenvalues of B interlace the eigenvalues of A. ... (0) If λι 5 λε An are the eigenvalues of A and µ₁ ≤ µ₂ ≤... <μm are the 2 eigenvalues of B, and if λ = i, then there is an eigenvector v of B with eigenvalue i such that Rv is an eigenvector of A with eigenvalue i-
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