Wednesday, 1 August 2018

linear algebra - Eigenvalues of Udiag(lambda1,ldots,lambdan)U, U is tall and has orthogonal columns

$U\in \mathbb{C}^{n\times k}, k λiR  i



UU=Ik but UU is unknown.



Note that, U is tall matrix formed by a few columns of some unitary matrix.




This matrix-form seems to be similar to an Eigen-decomposition,
but I fail to see any relation between the eigenvalues of  Udiag(λ1,,λn)U  and (λ1,λ2,)



Another observation (if it helps in anyway):



Udiag(λ1,,λn)U also appears like a k×k sub-matrix of another n×n matrix, unitarily similar to diag(λ1,,λn).



In the worst case, I would want at least the maximum eigenvalue & eigenvector of it.

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