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.