Suppose AN is a positive definite matrix of size N with eigenvalues Λ={λ1,…,λN}. Let D=diag{d1,…,dN}, di>0 be a diagonal matrix. Can the eigenvalues of A′N=DAD be written in terms of Λ and di?
Answer
(Unfortunately) No, the eigenvalues of A′N will also depend on the eigenvectors of AN.
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