An extension of the roots separation theorem

An extension of the roots separation theorem

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Article ID: iaor20022545
Country: Netherlands
Volume: 103
Issue: 1
Start Page Number: 315
End Page Number: 327
Publication Date: Mar 2001
Journal: Annals of Operations Research
Authors:
Abstract:

Let Tn be an n × n unreduced symmetric tridiagonal matrix with eigenvalues λ1 < λ2 < ··· < λn and Wk is an (n − 1) × (n − 1) submatrix by deleting the kth row and the kth column from Tn, k = 1,2,...,n. Let μ1 ⩽ μ2 ⩽ ··· ⩽ μn−1 be the eigenvalues of Wk. It is proved that if Wk has no multiple eigenvalue, then λ1 < μ1 < λ2 < μ2 < ··· < λn−1 < μn−1 < λn; otherwise if μi = μi+1 is a multiple eigenvalue of Wk, then the above relationship still holds except that the inequality μi < λi+1 < μi+1 is replaced by μi = λi+1 = μi+1.

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