grandes-ecoles 2023 Q23

grandes-ecoles · France · mines-ponts-maths1__pc Matrices Eigenvalue and Characteristic Polynomial Analysis
Let $A \in S_n^{++}(\mathbf{R})$ and $M \in S_n(\mathbf{R})$. Let $\alpha \in ]-\frac{1}{n}, +\infty[\backslash\{0\}$ and $\varphi_\alpha(t) = \frac{1}{\alpha} \operatorname{det}^{-\alpha}(A + tM)$. Using the fact that $A^{-1}M$ is similar to a real symmetric matrix, deduce that $\varphi_\alpha''(0) \geq 0$.
Let $A \in S_n^{++}(\mathbf{R})$ and $M \in S_n(\mathbf{R})$. Let $\alpha \in ]-\frac{1}{n}, +\infty[\backslash\{0\}$ and $\varphi_\alpha(t) = \frac{1}{\alpha} \operatorname{det}^{-\alpha}(A + tM)$. Using the fact that $A^{-1}M$ is similar to a real symmetric matrix, deduce that $\varphi_\alpha''(0) \geq 0$.