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-
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
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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