[Math] Bounds for sum of the largest eigenvalues of two matrices

eigenvalues-eigenvectorsinequalitylinear algebra

Assume that $\mathbf{A}$ and $\mathbf{B}$ are two Hermitian and positive semidefinite matrices. We know from the Weyl's inequality that
\begin{equation}
\lambda_1(\mathbf{A+B})\le\lambda_1(\mathbf{A})+\lambda_1(\mathbf{B}),
\end{equation}
where $\lambda_1$ is the largest eigenvalue. I wonder whether there is an upper bound for $\lambda_1(\mathbf{A})+\lambda_1(\mathbf{B})$ related to $\lambda_1(\mathbf{A+B})$? Thanks a lot!

Best Answer

Notice that $\max\{\lambda_1(A),\lambda_1(B)\}\leq \lambda_1(A+B)$, since $A,B$ are positive semidefinite Hermitian matrices. Thus, $\lambda_1(A)+\lambda_1(B)\leq 2\max\{\lambda_1(A),\lambda_1(B)\}\leq 2 \lambda_1(A+B)$.

Edit: Moreover, this inequality is sharp.

Let $A=\left(\begin {array}{cc} 1&0\\ 0&0 \end{array} \right)$ and $B=\left(\begin {array}{cc} 0&0\\ 0&1 \end{array} \right)$. Thus, $A+B=\left(\begin {array}{cc} 1&0\\ 0&1 \end{array} \right)$.

Notice that $\lambda_1(A)+\lambda_1(B)=2=2\lambda_1(A+B)$.