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Suppose we have two positive definite matrices A and B. Is it correct to claim that all the eigenvalues of A+B are greater or equal to those of A?
Please note that: 1- I need to compare all the eigenvalues and not only the largest ones. 2- A and B are not necessarily diagonal.

flag	asked Jul 29 2011 at 4:33 Fariborz 3●1

Paul Tupper · Accepted Answer · 2011-07-29 04:48:23Z UTC

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Yes. Weyl's inequality for matrices shows that what you say is true.

answered Jul 29 2011 at 4:48

Paul Tupper
455●3●8

The Courant minimax principle will work also: en.wikipedia.org/wiki/Courant_minimax_principle – Terry Tao Jul 29 2011 at 5:52

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Oh, Terry! You are so kind to answer this one, after your work on A. Horn's conjecture, now Tao-Knutson's theorem. – Denis Serre Jul 29 2011 at 8:41

Comparing eigenvalues of A+B and A where both A and B are positive definite matrices

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