Wednesday, 9 November 2016

linear algebra - Scaling of eigenvalues




Suppose $A_N$ is a positive definite matrix of size $N$ with eigenvalues $\Lambda=\{\lambda_1,\ldots,\lambda_N\}$. Let $D = \text{diag}\{d_1,\ldots,d_N\},\ d_i>0$ be a diagonal matrix. Can the eigenvalues of $A'_N=DAD$ be written in terms of $\Lambda$ and $d_i$?


Answer



(Unfortunately) No, the eigenvalues of $A_N'$ will also depend on the eigenvectors of $A_N$.


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