[Math] Change in eigenvalues when rank 1 matrix is added to Positive definite matrix

eigenvalues-eigenvectorslinear algebramatricesperturbation-theoryreal-analysis

Let $v \in \mathbb{R}^n $ be a column vector and $ A, B$ are positive definite matrices with eigen values $ \lambda_A^1 \geq … \geq \lambda_A^n$ and $ \lambda_B^1 \geq… \geq \lambda_B^n$ respectively.

We also know that a) $ \lambda_A^1 \leq \lambda_B^1 $ and $ \lambda_A^n \geq \lambda_B^n $, b) $Trace(A) = Trace(B)$ , c) $ \det(A) \leq \det(B) $

What can we say about eigenvalues (or change in eigenvalues) of following matrices (apart from Cauchy interlacing theorem):

1) $ \hat{A} = A + vv^T$

2) $ \hat{B} = B + vv^T$

Is there any relationship between $ \frac{\det(\hat{A})}{\det(A)} $ and $ \frac{\det(\hat{B})}{\det(B)} $?

Best Answer

Yep, we can say things. The two ingredients you need are the following:

Equipped with these things, you can find out more quantitative relationships between the old and new matrices.

Edit: The question has been updated to ask about relationships between the ratios of the determinants, which according to the matrix determinant lemma are the quantities $$1+v^TA^{-1}v\quad \text{and}\quad 1+v^TB^{-1}v$$ The short general answer is no. Even though we have some relationships between the spectra of $A$ and $B$, we can't in general say much about $v^TA^{-1}v$ compared to $v^TB^{-1}v$, since it may happen that $v$ is well-aligned with an eigenvector of $A^{-1}$ of large eigenvalue, and an eigenvector of $B^{-1}$ of small eigenvalue.

An extreme example meeting all conditions in the question would be to take a positive definite matrix $A$ which has large variation in its spectrum, and make $B$ be a rotated copy of $A$, i.e. obtained by conjugating with an orthogonal transformation. Then it may well happen that for some $v$ the ratio of determinants is huge, while for others it's tiny.

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