[Math] comparison of eigenvalues of two symmetric matrices

eigenvalues-eigenvectorsmatrices

Given two symmetric matrices A and B with same dimensions, if $\lambda_{max}(A)$ is biggest eigenvalue of A, $\lambda_{min}(B)$ is the smallest eigenvalue of B, does the following holds true:

$$A \leq B \Rightarrow \lambda_{max}(A)\leq \lambda_{min}(B) \ \ ?$$

Best Answer

$\lambda_{max}(A) \leq \lambda_{min}(B)$ is a sufficient property for the so-called "Loewner order".

See (https://en.wikipedia.org/wiki/Loewner_order)

But is is not a necessary condition. Here is a counterexample; take:

$$A=\pmatrix{1&1\\1&2} \ \ \text{and} \ \ B=\pmatrix{2&2\\2&3}.$$

We have: $A \leq B$ for the Loewner order because $B-A=\pmatrix{1&1\\1&1}$ is semi-positive-definite (with eigenvalues $0$ and $2$).

The spectra of $A$ and $B$ are resp.

$$\{0.3819,2.6180\} \ \ \text{and} \ \ \{0.4384, 4.5616\}.$$

but without having $\lambda_{max}(A) \leq \lambda_{min}(B).$