Conditions for eigenvalue configurations of two real symmetric matrices (signature approach)

Abstract

For two real symmetric matrices, their eigenvalue configuration is therelative arrangement of their eigenvalues on the real line. We consider the following problem: given two parametric real symmetric matrices and an eigenvalue configuration, find a simple condition on the parameters such that the two matrices have the given eigenvalue configuration. In this paper, we develop theory and give an algorithm for this problem. The output of the algorithm is a condition written in terms of the signatures of certain related symmetric matrices.