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Let $A_n$ be an $n \times n$ Hermitian matrix and let $A_{n-1}$ be the $(n-1) \times (n-1)$ top-left minor. The Cauchy Interlacing Formula says that the eigenvalues of $A_{n-1}$ interlace those of $A_n$. (See Exercise 14 at https://terrytao.wordpress.com/2010/01/12/254a-notes-3a-eigenvalues-and-sums-of-hermitian-matrices/)

The Cauchy Interlacing Formula for rank-one updates (See Theorem 6.7 at https://math.berkeley.edu/~nikhil/courses/270/lec6.pdf) says that the eigenvalues of a Hermitian matrix $A$ interlace those of $A + v v^*$ for any vector $v$.

Is there any relationship between these two theorems?

keej
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2 Answers2

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Either result can be obtained from the other. By adding a sufficiently large positive multiple of $I_n$ to $A$, we may always assume that $A$ is positive definite.

The answer by Joel Sjögren has indicated how to obtain the interlacing theorem for bordered matrices from the interlacing theorem for rank-one updates. More specifically, if we partition $A$ as $\pmatrix{A_{n-1}&b\\ b^\ast&c}$, then $$ A^{-1}=\pmatrix{A_{n-1}^{-1}&0\\ 0&0}+\pmatrix{A_{n-1}^{-1}bs^{-1/2}\\ -s^{-1/2}}\pmatrix{s^{-1/2}b^\ast A_{n-1}^{-1}&-s^{-1/2}}, $$ where $s=c-b^\ast A_{n-1}^{-1}b$ is the Schur complement of $c$ in $A$. This is a rank-one update of $A_{n-1}^{-1}\oplus0$. Therefore the spectrum of $A_{n-1}^{-1}$ interlaces the spectrum of $A^{-1}$. In turn, the spectrum of $A_{n-1}$ interlaces the spectrum of $A$.

Conversely, Sylvester's secular theorem states that for any two rectangular matrices $X$ and $Y$, if $XY$ is a square matrix, $XY$ and $YX$ must have the same multi-set of non-zero eigenvalues. Therefore the eigenvalues of the positive definite matrix $$ A+vv^\ast=\pmatrix{A^{1/2}&v}\pmatrix{A^{1/2}\\ v^\ast} $$ are the $n$ positive eigenvalues of the $(n+1)\times(n+1)$ (singular) positive semidefinite matrix $$ P:=\pmatrix{A^{1/2}\\ v^\ast}\pmatrix{A^{1/2}&v}=\pmatrix{A&A^{1/2}v\\ v^\ast A^{1/2}&v^\ast v}. $$ Since $A$ is a bordered principal submatrix of $P$, its spectrum interlaces the spectrum of $P$ and the conclusion follows.

user1551
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  • for future visitors, "Sylvester's secular theorem" (which is not found by that name online, at least to my searching) appears here https://math.stackexchange.com/questions/124888/are-the-eigenvalues-of-ab-equal-to-the-eigenvalues-of-ba – D.R. Feb 03 '25 at 07:35
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I believe the inverse of $A_{n-1}$ is a rank-1 update of the inverse of $A_n$, by the Schur complement formula.

Joel Sjögren
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