Let a_1,a_2… be the eigenvalues of symmetric positive semidefinite matrix A. How to find the eigenvalues of matrix A(A+I)^(-1)?

kasibug1v

kasibug1v

Answered question

2022-10-02

Let a 1 , a 2 be the eigenvalues of symmetric positive semidefinite matrix A. How to find the eigenvalues of matrix A ( A + I ) 1 ?

Answer & Explanation

Paige Paul

Paige Paul

Beginner2022-10-03Added 11 answers

Let A = Q Λ Q T be the spectral decomposition. Then A + I = Q Λ Q T + Q Q T = Q ( Λ + I ) Q T . Thus, when we compute the inverse, we get that
A ( A + I ) 1 = Q Λ Q T ( Q ( Λ + 1 ) Q T ) 1 = Q Λ Q T Q ( Λ + I ) 1 Q T = Q Λ ( Λ + I ) 1 Q T .
Thus is λ i is an eigenvalue of A, we have that λ i λ i + 1 is an eigenvalue of A ( A + I ) 1
In general if all matrices are simultaneously diagonalizable then, we can just assume that our matrices are diagonal and derive the result for this case to get the general result.

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