Thursday, May 31, 2018

matrices - Max eigenvalue of symmetric matrix and its relation to diagonal values

I saw few questions about it, but still can't understand.



Let A be a symmetric matrix and λmax its largest eigenvalue. Is the following true for all A?



\lambda_{\max} \ge a_{ii} \forall i



That is, is the largest eigenvalue of a symmetric matrix always greater than any of its diagonal entries?




Is it somehow related to spectral radius and the following equation?



\rho(A)=\max|\lambda_i|.

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