A question about the symmetric positive definite matrix A and $D^{-1/2}AD^{-1/2}$

365 Views Asked by At

Assume that $A\in\mathbb{R}^{n\times n}$ is a symmetric positive definite matrix and $D=diag(d_1,\ldots,d_n)$ is a diagonal matrix constructing by using the diagonal entries of $A$, indeed $d_i=a_{ii}$.

What can we say about the relationship between the eigenvalues and eigenvectors of $A$ and the eigenvalues and eigenvectors of $D^{-1/2}AD^{-1/2}$?

1

There are 1 best solutions below

1
On BEST ANSWER

There is not much to say.

$D^{-1/2} A D^{-1/2}$ is positive definite. It has diagonal entries $1$, so the sum of its eigenvalues is its trace, which is $n$. The trace of $A$ could be any positive number.