Extensions of Wielandt’s min–max principles for positive semi-definite pencils
Xin Liang, Ren‐Cang Li · Linear and Multilinear Algebra · 2013
There are numerous min–max principles about the eigenvalues of a Hermitian matrix. The most general ones are Wielandt’s min–max principles which include the Courant–Fischer min–max principles and the trace minimization principles as special cases. In this paper, various extensions of Wielandt’s principles are obtained for a positive semi-definite pencil by which we mean that A and B are Hermitian and there is a real number such that is positive semi-definite.