Extrema of elementary symmetric polynomials of the eigenvalues of the matrix P1KP+L |
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| Authors: | S. Berkowitz |
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| Affiliation: | Computation and Mathematics Dept., Naval Ship Research and Development Center, Bethesda, Maryland 20034, USA |
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| Abstract: | The paper describes extrema of elementary symmetric polynomials of mth order of the eigenvalues of the matrix P1KP+L where P is an n by k matrix (n?k) and P1 its conjugate transpose, such that P1P=I; and K,L are Hermitian, positive- definite matrices of dimensions n by n, k by k, respectively. |
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