It is (c) that is puzzling. In our context a real eigenvalue A is of negative type if its eigenvector
x satisfies x*Ax -c 0. Since A-’ exists, all eigenvalues are finite and so no eigenvector z has
zTAz = 0. When (a) and (b) hold but (c) fails, then we have a pencil that can be diagonalized but
is not definite. Yet Gantmacher [5] in his treatment of pencils never mentions grouping real
eigenvalues in this way.
In later sections we explain our view that for eigenvalue-eigenvector problems (and there are
other instances of pencils) the sign characteristic is superfluous. However in a context in which
congruence transformations are the only ones permitted, then the sign characteristic does have a
place.
Let us turn next to the beautiful minmax and maxmin characterization of the eigenvalues of a
symmetric matrix. This characterization can be adapted to definite pencils. This pleasing result
seems to be due to Stewart [ll], but the Crawford number utilized in his perturbation theory
does not seem to be the most natural measure of the stability of the spectrum of a definite pencil.
This is discussed in Section 5. Some work has been done on extending the characterization
beyond definite pencils. Suppose a symmetric pencil (H, A) with invertible A has a mixture of
real and complex eigenvalues. Might it be possible to describe the real eigenvalues, or some of
them, as minmax or maxmin values of the Rayleigh quotient? Some ingenious results of this type
are presented in [8]; the difficulty is that the domains over which the Rayleigh quotient varies
must be limited in some way, because, for an indefinite pencil, the Rayleigh quotient can take on
all possible values. Thus even if the eigenvalue with largest real part is actually real, it is not the
maximum of the Rayleigh quotient. Even with restrictions to vectors of one type (+ or -) the
actual index of an eigenvalue that can be characterized as a minmax is not easy to ascertain. We
conclude that the class of definite Hermitian pencils seems to be the broadest extension of the
class of Hermitian matrices that retains the classical properties. See [4,6,11] for good discussions
of pencils.