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The eigenvalues of the orthogonal compression of a self-adjoint endomorphism to a hyperplane interlace those of the original endomorphism
Statement
Let be self-adjoint on an -dimensional real inner product space, let be a hyperplane, and let
be the orthogonal compression, where is the orthogonal projection onto . If the eigenvalues of and are ordered by
then
Facts & Assumptions
Given: A self-adjoint endomorphism on an -dimensional real inner product space, a hyperplane , and its orthogonal projection .
Every vector decomposes uniquely as a vector in plus a vector in (For a subspace of a finite-dimensional inner product space, , The orthogonal projection is the -component in ).
Courant-Fischer characterises the ordered eigenvalues of a self-adjoint operator by min-max formulas (Courant-Fischer min-max principle for self-adjoint endomorphisms on finite-dimensional real inner product spaces).
Proof
For , the decomposition in [L1] gives , so is self-adjoint on . Also for every nonzero .
For any , Courant-Fischer in and step 1.1 give , because the maximisation is over fewer -dimensional subspaces than in [L2]. Likewise , because is the subspace dimension appearing in Courant-Fischer for the -st eigenvalue of . Hence .
Depends on
Used by
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Sources
- Christoph Helmberg et al., An interlacing property of the signless Laplacian of threshold graphs (standard reference, not scraped)