Largest-eigenvalue interlacing for a principal submatrix

ID: largest-eigenvalue-interlacing-for-a-principal-submatrix

Let a real symmetric matrix have ordered eigenvalues , with . If is obtained by deleting one matching row and column, its largest eigenvalue satisfies
The Rayleigh quotient of is that of restricted to vectors whose deleted coordinate is zero. This gives the upper bound. Some nonzero linear combination of the top two orthonormal eigenvectors has that coordinate zero; normalizing it gives a quotient at least . The argument does not require distinct eigenvalues.

New to topics? Read the docs here!