Relationship between highest eigenvalue and rank of PSD matrix

183 Views Asked by At

Is there any relationship between highest eigenvalue and rank of the PSD matrix? Let's say there are two PSD matrices $A$ and $B$ with rank $r_A$ and $r_B$ respectively and their traces are equal. Let's say that $\lambda_A$ and $\lambda_B$ are the highest eigenvalue of $A$ and $B$ respectively. Then can we say the following?

If $ r_A \geq r_B $ then $ \lambda_A \leq \lambda_B $?

1

There are 1 best solutions below

7
On BEST ANSWER

The answer is no. The rank of a PSD matrix counts the number of non-zero eigenvalues (with multiplicity).


The answer is still no. Consider $$ \pmatrix{4 \\&1\\&&1}, \qquad \pmatrix{3\\&3\\&&0} $$