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How does integration affect the spectrum of a vector outer product?

Mathematics Asked on November 29, 2021

Start with a general eigenvalue problem. We have the following matrix: $$M(t) = a(t) a(t)^T$$
Where the notation $a(t)$ denotes that the vector $a$ is a function of the scalar variable $t$

For any $t$, the spectrum of $M(t)$ at any point $t$ is equal to ${ ||a(t)||, 0, dots,0}$, with the associated eigenvectors being $a(t)$ and any linearly independent set of vectors orthogonal to $a(t)$ (see this previous question)

Now suppose we take the integral of $M(t)$ over $t$, giving us a new matrix $Z$ with $$Z = int_a^b M(t) dt = int_a^b a(t)a(t)^T dt$$

Can we easily characterize the spectrum of this new matrix $Z$ based on our knowledge of the spectrum of $M(t)$?

One Answer

Take a simpler problem: if we know the spectra of $A$ and $B$, what can we say about the spectrum of $A+B$? Even in this simplest of cases the best one can do is provide some inequalities. For instance, consider the case where $A = B = operatorname{diag}(1,2,3,ldots, n)$. If we permute the diagonal entries of $A$, the spectrum stays the same, but the spectrum of the sum $A+B$ can change tremendously!

See also:

Answered by Hyperplane on November 29, 2021

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