Equivalences on Eigenvalues SEYMOUR SHERMAN & COLIN J. THOMPSON Communicated by Marx Kac 1, Introduction. Let m denote the set of complex n X n matrices. Let 8, u, and p denote the set of self adjoint, unitary, and positive definite matrices in m. One of us [1] has recently proved Theorem 1. LetXepand Yep. [fx 2 +++ 2% >Oandy ZZ yn > 0 are the eigenvalues of X and Y, then @ (4 Uew)spec ¥ = spec XU e m2 Tihs Z Ya @) Tyres Ty BY aot Thy Dy I as where spec Y denotes the eigenvalues of Y, each counted with its proper multiplicity. The main theorem of this paper is coneerned with dropping the requirement that Ye p. Theorem 2, Let Xepand Vem. Ift = +++ = ty > Oand yr, +++ 5M (normalized so that |y,| ++ = |yal > 0) are the eigenvalues of X and Y, then ® (4 Ueu) spec ¥ = spec XU 4 e Iv Byres Loar B [yh oe Yoal ar a 807 Indiana University Mathematics Journal, Vol. 21, No. 9 (1972).808 8. SHERMAN & C. J. THOMPSON In both cases Theorems 1 and 2 the implication one way was known, a result of Weyl [2] (see A. 8. Markus [3]). The novel feature, an equivalence, is achieved at the expense of introducing an existential quantifier. This novel feature is pursued with two further theorems. Theorem 3. Fiz X e SX. Suppose 2, = +++ = xq are the eigenvalues of X. (5) Then 3 Ye 5¢ such that y = --- 2 2, are the real parts (arranged in ‘monotone decreasing order) of eigenvalues of X + iY e m2M utmehth © at Hite SM be tO Bb bebe bee Theorem 4. Fix X e 5. Suppose x = +++ = 2% are the eigenvalues of X and suppose ay = as = +++ & ay. Then there exists ¥ e 9 such that Z = X + ¥ with 2) & «++ & 2, the eigenvalues of Z, and y: & +++ & ym the eigenvalues of Y, and @ aay, Lsisn ® e nea +n Bate at bite Bay tart toes ab bey ay bast tay. In Theorem 4 the vectors a = 2 — y satisfying (8) constitute a convex set. Suppose one fixed not only X (and so 2) but also y, then it has been conjectured (see Markus), but not proved, that the set of ze R” is a convex set. This problem is still open. 2, Proof of Theorem 2. The = implication is a result of Weyl (Lemma 1 in [1], see also Markus). The ¢ implication first uses the following result (Lemma 3 of [1)). Lemma 2.1. If X = (5° %,) and 2; = oat, = 2 > 0, then there exist unitary matrices U and V such thatEIGENVALUES 809 ® vxu = (#% 0 1 a Ta] a ‘Then the argument goes as in [1] but replaces y, by |y«| and inserts appropriate unitary matrices. In order to avoid tiresome repetition, only the case n = 2 of the induction argument will be presented in detail. From (4) (10) ne lvl ate = lyivals it follows there exists a, = 1 such that |y:| = ait, and [ys] = a;*x2. Moreover, from (10) |ys| = ait: 2 a2, 60 the conditions of Lemma 2.1 are satisfied. Let ay Une ["™ 0 F 0 yal ys From Lemma 2.1 it follows that there exist unitary matrices U’ and V’ such that (12) spec (Y) = spec (V’XU’U") = spec (XU'U"'V’). Since U = U’U"'V'is unitary, equation (3) is satisfied, and for n = 2 the theorem is proved. A similar modification of the rest of Thompson’s argument completes the proof. 3. Proof of Theorem 3. ‘The => implication is a result of Ky Fan [4]. The ¢€ implication is restated below. Given X e se with eigenvalues 2 numbers 2, = de + tae hk Ze = t= +++ & x, and a set of complex + 2 da, such that (a3) #=1,2---,n-1, 3 Yes such that 2, ,7 Consider first the case n +, n, are the eigenvalues of Z = X + é¥. mE tt =u te. Obviously 2 = 1 Sm ; hence 3 0 S$ @ S 1 such that (4) A = aa, + (1 — aay Me = (La) + ar.810 8. SHERMAN & C. J. THOMPSON Since the particular representation of X is immaterial, we choose the following, which is most convenient for our purposes: f + as? sel, — 2) Ss 6 se(t, — 2) 8 + 220" Ey Choosing c’ = a with a given by (14), equation (15) becomes 6) X= t ‘| , aa) where a = se(q — 2) for the particular choice ¢ above. Define an ye | a ‘4. ta pa) From (16) and (17) as) xtra foie 0 le 2a tin ‘The eigenvalues of (18) are 2, and z , and the proof for n = 2 is complete. ‘Assume now that the theorem is true for (n — 1) X (n — 1) matrices. Given (13), 3 2 5 k S nsuch that 9) HEMS HSH. Hence J 0 < a S 1 such that (20) Ms = at, + (1 — a). Define en — f , ixk, (1 = a)a + ax, , isk. From (13) and the monotonicity of {\,} and {z,} it is obvious that. (22) Sa- Dn. From (15), (16), (20) and (21) it is clear that we ean choose a representation for X given byEIGENVALUES il (23) where X,1 has eigenvalues 2 defined by (21) and satisfying (12). By our induetive assumption we can choose Y,1 such that X,-1 + i¥,-1 has eigen- values 22 , +++ , 2. With such a Y,.1 define (24) From (23) and (24) X+iY= has eigenvalues 2, , 2, «++ , 2,, and the proof is complete.812 8, SHERMAN & C. J. THOMPSON 4. Proof of Theorem 4. The =» implication is a known result of Wielandt {5}. For relevant bibliography see Markus. The = implication is stated below in a slightly stronger form as Theorem 5. Given a, Z a2 2 +++ Z ay, andr 2 y= of X e 5C such that > 2, eigenvalues (25) a, C= 1,20 nd, then J Ye 5 with eigenvalues yx > ys > + > ua such that Z = X + Y has eigenvalues 2, > zy > +++ > 2, where 2, — 8,2, oe ye Proof. By induction. Consider first n = 2. Repeating the first part of the argument in Theorem 3, ] 0 S @ = 1 such that (26) a, = ar, + (1a) a = (1 —a)r, + ax, and a representation of X given by @ x-[* 7 |, a = [a(l — a) ~ 22) & 0. -a a Write (28) xe fo? a-al_(n-6 8B ]-#-% —a at8 8 +8) earl eens) 4 Yy where 2: — y: = a, 22 — Ys = a2. Clearly if a = 0 the result is immediate. If a 0 choose a _ hath an where b = (a: — y:) — 2 — 2) = a — a2 & 0 (fixed). The eigenvalues of Zand ¥ are then 2, > 22 , ys > ya , respectively. Assume now that the theorem is true for (n — 1) X (w — 1) matrices. As in Theorem 3 we can choose a representation for X given byEIGENVALUES 813 (29) X= 0 where X,-1 has eigenvalues satisfying (25). By hypothesis 3 Z,.1 with eigen- values z > % > «+ > & > > 2, and Y,. with eigenvalues ta > ts > > wh > oe > we with a — ye = ay such that X= Zax — Yon» Define 4-810 y-a 0 (G0) z= Zor Obviously X = Z — Y. Again if a = 0 there is no problem. Consider now Z and Y separately. Without loss of generality we can then take Z,- and Y,. diagonal. Now, by hypothesis, as long as 0 <6 < min (2, — ain, 1h — teal = 4 — Band ys. = yf — B satisfy z > 2, > zur, ta-r > Ys > your . The idea now is to choose 8, yi, and y so that the eigenvalues of Z are 2, > 2, > +++ > % > +++ > z,and the eigenvalues of Y are yy > Ys > *** > Ye > 111 > Uae An elementary calculation shows that y:, «++, Ye, +++» Yaare the eigenvalues of Yif (1) and 2, +++, 2, +++ 2, are the eigenvalues of Z if (using (31)) 2) y=§-fla-w-@-wl Everything on the right hand side of (32) is fixed except for 8. Since a > 0, y is bounded above by a/2. From (31) we can then choose 6 (sufficiently small) so that y: > y2. Then 2, > 2, follows from 2; — yj, > 22 — yo, and the proof is complete.814 8. SHERMAN & C. J. THOMPSON Acknowledgement. Colia J. Thompson would like to thank Dr. Carl Kaysen for his kind hospitality at the Institute for Advanced Study. We are grateful to Andrew Lenard for useful discussions. Part of this work was done while both authors were at a Battelle Summer Rencontre in Mathematical Physics (Seattle, 1971) and part while Seymour Sherman was spending his sabbatical at the Weizmann Institute of Science. We are grateful to both these institutions. RerEreNces 1. C. J. Tuomrsox, Inequalities and partiat orders on matric spaces, Indiana Univ. Math. 4J.21 (1971), 469-480, 2, H. Wert, Inequalities between the two kinds of eigenvalues of a linear transformation, Proc. Nat'l. Acad. Sci, U.S.A. 35 (1949), 408-411, 3, A. S, Manxus, The eigen-and singular values of the sum and product of linear operators, Russian Math. Surveys 19 (1964), 91-1 4, K. Fan, On a theorem of Weyl concerning eigenvalues of linear transformations. II, Proc. Nat'l. Acad. Sci, U.S.A. 36 (1950), 31-35. 5. H. Wietanps, An extremum properly of sums of eigenvalues, Proc. Amer. Math. Soc. 6 (1955), 106-110. 8. Sherman was partially supported by NSFGP7469. ©. J. Thompson was on leave 1970-71 from Northwestern University, Evanston, Illinois, ‘Ho was supported at IAS by a grant from the Alfred P. Sloan Foundation. Indiana University ‘The Institute for Advanced Study Prineston, New Jersey Date communicated: Suprmuven 17, 1971