Inertia indices and eigenvalue inequalities for Hermitian matrices

preprint2020arXivOpen access

Abstract

We present a characterization of eigenvalue inequalities between two Hermitian matrices by means of inertia indices. As applications, we deal with some classical eigenvalue inequalities for Hermitian matrices, including the Cauchy interlacing theorem and the Weyl inequality, in a simple and unified approach. We also give a common generalization of eigenvalue inequalities for (Hermitian) normalized Laplacian matrices of simple (signed, weighted, directed) graphs. Our approach is also suitable for Hermitian matrices of the second kind of digraphs recently introduced by Mohar.

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