Wednesday, 9 November 2016

linear algebra - Scaling of eigenvalues




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 AN=DAD be written in terms of Λ and di?


Answer



(Unfortunately) No, the eigenvalues of AN will also depend on the eigenvectors of AN.


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