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Let
be a Sequence of
Symmetric Matrices of increasing order
with
, 2, ...,
and
, 2, ...,
. Let
be the
th Eigenvalue of
for
, 2, ...,
, where the ordering is given by
References
Gradshteyn, I. S. and Ryzhik, I. M. Tables of Integrals, Series, and Products, 5th ed. San Diego, CA:
Academic Press, p. 1121, 1979.