format: text

text:
# Investigation of the Jahn-Teller Transition in TiF3 using Density Functional Theory.

## I Introduction

There is an ongoing interest in phase transitions in perovskite based materials. Above $`\mathrm{T}_\mathrm{c}`$370 K the trifluoride TiF3 has the cubic framework perovskite structure AMX3, with no A cations present. Each Ti is at the center of a corner sharing fluorine octahedra MX6. At low temperatures the structure becomes rhombohedral. This symmetry lowering can to a first approximation be characterized by a titling of the rigid MX6 octahedra about the threefold axis. The nominal valance of the titanium ion is $`3+`$, with one 3d electron occupying the triply degenerate $`t_{2g}`$ orbital in the high temperature phase. One may expect a Jahn-Teller instability in TiF3. Indeed in the distorted structure titanium has a $`D_{3d}`$ local environment, in which the $`t_{2g}`$ orbitals are split into an $`a_{1g}`$ and a doublet $`e_g`$ orbital. The trigonal distortions have been intensively discussed in the context of other $`t_{2g}`$ compounds, like FeO Isaak  and LaTiO3 Mochizuki .

We use Density Functional Theory (DFT) to investigate the cubic to rhombohedral structural phase transition which has been established by X-ray diffraction Mogus ; Kennedy . Many trifluoride MF3 compounds (M=Al, Cr, Fe, Ga, In, Ti, V) exhibit this structural phase transition Mogus ; Kennedy ; Ravez ; Daniel . It is believed that the observed transition in TiF3 is of a ferroelastic nature Mogus . In most of those materials except for TiF3 and MnF3 there are no partly filled $`d`$ shells. The driving mechanism for the ferroelastic transitions can be pictured as the formation of the dipole moments on fluorine atoms due to the asymmetric distribution of the $`2p`$ electron density in the distorted structure. The long range dipole-dipole interaction favors a distorted structure with anti-polar arrangement of dipoles Allen2 . The Local Density Approximation (LDA) captures both the long-range and the short interactions on the same footing and predicts a distorted structure to have a minimum energy in AlF3 Chen .

In the present studies we choose the TiF3 system with a partly filed $`t_{2g}`$ shell. The Jahn-Teller energy lowering due to the lifting of the $`t_{2g}`$ orbital degeneracy in the distorted structure should add up to the long range dipole formation energy. Unexpectedly, we find the total energies of the high and low temperature phases to be identical within the errors of calculations. The failure of LDA to explain this phase transition is due to the fact that transition metal $`d`$ electrons are not adequately described by LDA. Although the dipole-dipole long range interaction favors the distorted structure, however the electron kinetic energy of the $`t_{2g}`$ one third filled band is increased due the diminishing of the hopping integral ($`t`$) between the neighboring Ti atoms due to the octahedra tilting. The two effects mutually cancel each other resulting in degenerate minimums of the potential energy surface.

It was realized some time ago that LDA tends to underestimate the Coulomb repulsion of electrons occupying different orbitals of the same $`d`$-shell Anisimov . In particular, this leads to equal occupations of different orbitals of the same manifold and prevents the stabilization of the orbitally ordered solutions. The LDA+U functional, however, generates an orbital dependent potential which favors solutions with broken orbital degeneracy. LDA+U calculations indicate that the low temperature phase has a by about 900K lower energy per TiF3 than the high temperature phase. One of the roles of the Coulomb interaction is to suppresses the electron kinetic energy of the partly filled $`t_{2g}`$ bands. The bandwidth narrowing in the distorted structure effectively reduces the restoring force to rotate the octahedra which facilitate stabilization of the distorted structure. The electronic ground state is orbitally ordered in the low temperature phase with one electron occupying the ag orbital oriented along the rhombohedral direction forming a Heisenberg spin 1/2 lattice coupled antiferromagnetically to its neighbors via a superexchange mechanism.

In this work we use the molecular NRLMOL code Mark  to calculate $`U`$ by varying the occupation number of the Ti $`d`$ orbital of the TiF$`{}_{}{}^{2}{}_{6}{}^{}`$ ion. These calculations are significantly less computationally demanding compared to the supercell approaches Anisimov ; Solovyev2 ; Pickett and since only the first neighboring fluorines mostly contribute to the screening a good estimate for parameters $`U`$ and $`J`$ can be readily achieved in the calculations.

The Hund interaction and the electron kinetic energy are realistically described with LDA. The TiF3 compound is predicted to be a ferromagnetic metal with a fully saturated magnetic moment of 1 $`\mu _B`$ per formula unit. The exchange Hund energy is large and the Stoner criterium is satisfied. The electron-phonon interaction lifts the on site degeneracy of the $`t_{2g}`$ orbitals and for a sufficiently strong coupling a gap in the spectrum can open. We estimate the electron-phonon coupling ($``$ 2 meV/degree) to be insignificant to open the gap and to drive the phase transition in TiF3. Although the on-site Coulomb correlations are important, the direction of the t2g-level splitting is determined by the long range dipole-dipole interaction Allen2 . Many successes and failures of LSDA in transition metal oxide compounds have been summarized, for example, in the review article Solovyev1 .

## II Method of calculation

The purpose of this paper is to elucidate the electronic structure of TiF3 and explain the structural phase transition using the DFT method. This is done using the full potential linearized augmented plane wave (FP-LAPW) method Singh1  with local orbital extensions Singh2  in the WIEN2k implementation Blaha . The LDA Perdew Wang Perdew  exchange-correlation potential was used. Well converged basis sets and Brillouin zone sampling were employed. The crystal structure was reported by Kennedy and Vogt Kennedy . It is cubic at high temperature with a unit cell volume 58.8 (Å3). A rhombohedrally distorted structure of the space group $`R`$-3c can be characterized by three parameters: (1) volume 56.5 (Å3), (2) the octahedra tilt $`\varphi =13^0`$, and (3) a $`c/a=1.0315`$ ratio, which measures the distortion along the rhombohedral direction. There are two titanium and 6 fluorine atoms in the rhombohedral unit cell. The fluorine ions are sitting in the $`6e`$ sites $`((x,x+1/2,1/4),\mathrm{etc}.)`$, and $`\delta =x0.75`$ is the deviation from cubic positions. The octahedra tilting angle is related to $`\delta `$ by $`\mathrm{tan}(\varphi =2\sqrt{2}\delta `$. The calculations for both the high and low symmetry phases were performed using two formula per unit cell and the same k-point mesh, with 292 special k-points in the irreducible Brillouin zone. A tetrahedron method was used for integration over the Brillouin zone.

## III LDA results

We first calculate the cubic phase by fixing $`\varphi =0`$ and $`c/a=1`$ in the rhombohedral structure of the space group $`R`$-3c. LDA finds a ferromagnetic ground state solution with a fully saturated magnetic moment of 1 $`\mu _B`$ per Ti. The volume optimization is shown in Fig. 1. The equilibrium volume $`V_0=58.6`$ Å3 is in excellent agreement with the experiment Kennedy . The bulk modulus of 111 GPa is extracted by fitting a Murnaghan Murnaghan  equation of state. The $`c/a`$ ratio was fixed to the experimental value 1.0315 at T=10 K and the two parameters are relaxed to find the minimum of the low symmetry structure. The energy minimization with respect to the volume for the fixed $`c/a`$=1.0315 and $`\varphi =10^0`$ is shown on Fig. 1 and yields $`V_m=56.2`$ Å3.

Further optimization with respect to the tilt angle for a fixed minimum volume $`V_m`$ and the same $`c/a`$ ratio did not significantly alter the ground state energy. The optimal tilt angle is $`\varphi _0=10.5^0`$. The Ti-F bond is the most rigid bond in the structure, and therefore it is convenient to plot the energy versus the Ti-F bondlength. A parabola fit to the energy variation shown on Fig.2 is excellent and yields a spring constant of the single bond $`K=13.9`$ eV/Å. The Ti-F bond length $`d`$ in $`R3c`$ crystal structure is

$`d^2=a_h^2(1/12+\delta ^2+(c/a)^2/24)`$ (1)
where $`a_h=a\sqrt{2}`$ is the hexagonal a lattice constant. Knowing the spring constant for the bond stretching and equilibrium volume $`V_0`$ the bulk modules can be estimated as $`B=K/(6V^{1/3})96`$ GPa.

The total energy differences of the high- and low-T phases is beyond the accuracy of calculations. Despite the excellent agreement with the experimental structural parameters, the LDA total energy analysis does not explain the high temperature of the observed structural phase transition.

The densities of states are shown on Fig. 3. The $`t_{2g}`$ band lies at the Fermi level and it is one third filled. The Hund energy dominates the kinetic energy such that the Stoner criterium is satisfied and the material becomes magnetic. The band structure of the Ti t2g electrons can easily be understood with a nearest-neighbor two-center Slater-Koster Slater  model. The orbitals $`|\alpha \beta >`$ have hopping matrix elements with themselves along the $`\alpha `$ and $`\beta `$ directions with amplitude t=(dd$`\pi `$). The tight binding fit in the high temperature phase with $`t=0.25`$ eV is shown on Fig. 4.

In the low temperature phase the Ti-F-Ti bond angle is smaller than 1800, which reduces the hopping and narrows the band width. The onsite orbital degeneracy is lifted by the octahedra tilting. In the $`D_{3d}`$ local Ti site symmetry the $`t_{2g}`$ manifold splits into:

$`a_g`$ $`=`$ $`{\displaystyle \frac{|xy>+|yz>+|zx>}{\sqrt{3}}}`$
$`e_{g1}`$ $`=`$ $`{\displaystyle \frac{|yz>|zx>}{\sqrt{2}}}`$
$`e_{g2}`$ $`=`$ $`{\displaystyle \frac{2|xy>|yz>|zx>}{\sqrt{6}}}`$ (2)
The bandwidth in the tilted structure $`\varphi =\varphi _0`$ corresponds to reduced t=0.225 eV and the electron-phonon Jahn-Teller energy gap at $`\mathrm{\Gamma }`$ point is 6 meV. From the simple tight binding model with these parameters the kinetic energy loss due to the band narrowing effect is 18 meV and it is not even compensated by the lifting of the orbital degeneracy. The total LDA energy includes the lattice and electronic degrees of freedom and predicts degenerate minimums within the errors of calculations (Fig. 1). The LDA failure to predict the cubic-to-rhombohedral phase transition can be rationalized by the lack of electron correlation effects in the LDA method.

## IV Parameter U (J) calculation for LDA+U Method

In extending the LDA method to account for correlations resulting from on-site interactions Anisimov, Zaanen, and Andersen (AZA) Anisimov  chose to refine LDA by including an orbital-dependent one-electron potential to account explicitly for the important Coulomb repulsions not treated adequately in the LDA approach. This was accomplished in accordance with Hartree-Fock theory by correcting the mean-field contribution of the $`dd`$ on-site interaction with an intra-atomic correction. This correction has been applied in slightly different ways. We use the SIC LDA+U functional SIC  as implemented in the WIEN2k package.

In this work we use a single TiF$`{}_{}{}^{2}{}_{6}{}^{}`$ ion to calculate parameters $`U`$ and $`J`$. In these calculations the screening due to the nearest neighboring fluorines is taken into account and there are no other Ti atoms for the $`d`$ electron to hop to. The TiF$`{}_{}{}^{2}{}_{6}{}^{}`$ ion forms an octahedra with a Ti-F bond of 1.93 Å with the Ti atom placed in the center. The total energy and $`d`$ orbital chemical potential of the TiF6 can be modelled by the single site Hubbard model:

$`E`$ $`=`$ $`E_0\epsilon (n_{}+n_{})+{\displaystyle \frac{U}{2}}(n_{}+n_{})^2{\displaystyle \frac{J}{2}}(n_{}^2+n_{}^2)`$
$`\mu _{}`$ $`=`$ $`{\displaystyle \frac{E}{n_{}}}=\epsilon +U(n_{}+n_{})Jn_{}`$ (3)
where $`n_{}`$ and $`n_{}`$ are occupation numbers of the triply degenerate $`t_{2g}`$ molecular orbital. We use two sets of self-consistent calculations to determine the parameters $`U`$ and $`J`$. The quadratic total energy and linear chemical potential fits to the nonmagnetic calculations give $`U_1^{eff}=UJ/2=7.66`$ eV. From the fully polarized magnetic calculation the quadratic energy and linear $`\mu _{1/2}`$ fit we find $`U_2^{eff}=UJ=7.24`$ eV, such that $`U=8.08`$ eV and $`J=0.84`$ eV. The Hund coupling parameter $`J`$ should be compared with the spin up and down energy bands splitting in ferromagnetic LDA calculations Fig. 3, which is $`J=0.87`$ eV.

## V LDA+U Results

The volume optimization of the high symmetry phase gives $`V_0=61.8`$ Å3 using two formula per unit cell with $`R3c`$ point group symmetry operations and fixed $`\varphi =0^0`$ and $`c/a=1`$. The bulk modulus extracted from the Murnaghan fit shown on Fig.5 is 110 GPa. The electron correlations on the Ti $`d`$ orbitals reduces the bandwidth ($`4t/U`$), such that the kinetic energy variation with respect to the lattice constant is smaller in the LDA+U functional resulting in a larger equilibrium lattice constant compared to the LDA result.

The low symmetry optimization was first done with respect to volume for a fixed experimental tilt angle $`\varphi =12^0`$ and the ratio $`c/a=1.0316`$. The optimal volume is 58.1 Å3. Further optimization with respect to the tilt angle for the fixed equilibrium volume gives an additional energy gain of 130 K per Ti such that the distorted structure with the optimal tilt angle of 140 is lower in energy by 675 K per Ti. The parabola fit to the Ti-F bond length variation shown on Fig. 6 gives spring constant $`K=15.95`$ eV/Å2, The corresponding bulk modulus $`B=K/(6V^{1/3})108`$ GPa is an in excellent agreement with Murnaghan fit Fig. 5.

The density of states for the distorted structure is shown on Fig. 7. The fluorine $`2p`$ states are not much affected by the correlations. Whereas dramatic differences are seen for the Ti $`d`$ states. First, LDA+U predicts a gap for both high-T and low-T phases in the $`t_{2g}`$ band, which is split into three distinct narrow peaks originated from the $`a_g`$ and two $`e_g`$ orbitals. The imposed rhombohedral symmetry of the supercell makes the lowest energy $`a_g`$ orbital pointing along the $`(111)`$ direction to be fully occupied with a spin up electron on one atom and a spin down on the other atom coupled antiferromagnetically. The electronic properties of TiF3 can be described by the Hubbard Hamiltonian:

$`_{\mathrm{el}}`$ $`=`$ $`{\displaystyle \underset{i,\alpha \beta ,\sigma }{}}t\left(c_{\alpha \beta ,\sigma ,i}^{}c_{\alpha \beta ,\sigma ,i+\alpha }+c_{\alpha \beta ,\sigma ,i}^{}c_{\alpha \beta ,\sigma ,i+\beta }\right)`$ (4)
$`+`$ $`{\displaystyle \underset{i,\alpha \beta ,\sigma }{}}{\displaystyle \frac{U}{2}}\left(n_{\alpha \beta ,\sigma ,i}n_{\alpha \beta ,\sigma ,i}\right)`$
$`+`$ $`{\displaystyle \underset{i,\alpha \beta \alpha ^{}\beta ^{},\sigma ,\sigma ^{}}{}}{\displaystyle \frac{U^{}J\delta _{\sigma ,\sigma ^{}}}{2}}\left(n_{\alpha \beta ,\sigma ,i}n_{\alpha \beta ,\sigma ^{},i}\right)`$
The first term is a kinetic energy term described in Section III. To place two electrons with opposite spins costs energy $`U`$, if they occupy the same orbital, or $`U^{}`$, if they are on different orbitals. If the spins of two electrons on different orbitals are aligned the energy cost is reduced by $`J`$. In the atomic limit the relation $`U=U^{}+2J`$ holds. Then the splitting between the $`a_g`$ and $`e_g`$ orbitals for a single site Hubburd model would be $`U^{}J5.6`$ eV. The atomic limit value of splitting is larger from the complete $`LDA+U`$ solution $`4`$ eV (see Fig. 7) where only a fraction of $`d`$ electrons inside the muffin-tin sphere experiences the LDA+U potential. The second order perturbation theory of the Hamiltonian (Eq. 4) with respect to $`t/U`$ predicts an insulating antiferromagnetic ground state solution for parameters $`U=8.1`$ eV, $`J=0.9`$ eV and $`t=0.22`$ eV.

The superexchange energies per Ti of the antiferromagnetic Neel state and ferromagnetic solutions, with $`a_g`$ orbital Eq. 2 occupied in both cases, are:

$`E_{\mathrm{AFM}}`$ $`=`$ $`{\displaystyle \frac{4t^2}{3}}{\displaystyle \frac{1}{U^{}}}{\displaystyle \frac{8t^2}{3}}{\displaystyle \frac{1}{U}}`$
$`E_{\mathrm{FM}}`$ $`=`$ $`{\displaystyle \frac{4t^2}{3}}{\displaystyle \frac{1}{U^{}J}}`$ (5)
where the first term is due to virtual hopping of the localized electron on the six neighboring $`e_g`$ orbitals. The second term in $`E_{\mathrm{AFM}}`$ is due to virtual hopping of the $`a_g`$ orbital to the 6 neighbors with the hopping amplitude $`2t/3`$, and it is missing in the ferromagnetic ground state due to the Pauli principle. The $`LDA+U`$ energy differences between the ferromagnetic and antiferromagnetic ground states and the fixed optimal distorted geometry are shown on Fig. 8. Both the perturbation theory and the $`LDA+U`$ results predict the antiferromagnetic to ferromagnetic transition at $`U/J4`$. For the large $`U/J`$ values $`LDA+U`$ underestimates the exchange energy by a factor of $`2`$ and for the realistic parameter of $`U=8.1`$ eV it predicts an energy difference of $`72`$ K between the two phases. Neglecting the zero-point energy of the spin waves the energy difference between the parallel and anti-parallel classical spins on a cubic lattice is $`6JS(S+1)`$ Anderson . For spin $`S=1/2`$ this yields $`J=16`$ K and the corresponding Neel temperature in the mean field approximation is $`T_\mathrm{N}=1.5J=24`$ K. The quantum fluctuations reduces the Neel temperature to $`T_\mathrm{N}=0.946J=15`$ K Sandvik . However, the neutron diffraction experiment Tom  did not reveal any long range magnetic order down to 10 K. Whether the absence of magnetic long range order in TiF3 is an intrinsic effect due to the coupling of the orbital and spin degrees of freedom or extrinsic due to the presence of the multidomain structure observed in the low symmetry phase by Mogus-Milankovic et al. Mogus  requires further theoretical and experimental investigations.

## VI Pressure Anomaly

X-ray diffraction measurements under pressure by Sowa and Ahsbahs Sowa  allow us to determine the experimental bulk modulus of TiF3. Fig. 9 (a) shows data points along with Birch-Murnaghan equation of state fit. The fit to the full range of pressures predicts a physically unreasonable small bulk modulus $`B=7.5`$ GPa and unphysically large coefficient $`K_2=142`$ GPa-1. The first derivative is fixed to $`K_1=4`$ in the Birch-Murnaghan equation of state:

$`P(V)=3Bf(1+2f)^{5/2}\left(1+{\displaystyle \frac{3f^2}{2}}\left(BK_2+{\displaystyle \frac{35}{9}}\right)\right)`$ (6)
where $`f=0.5((V_0/V)^{2/3}1)`$ and $`V_0`$ is the volume at ambient pressure. The high pressure points (above 4 GPa) can be fitted by Eq. (6) to give $`B=51`$ GPa and a normal $`K_2=0.005`$ GPa-1. However, the volume at normal pressure has to be fixed to $`V_0=51.9`$ Å3, which is 11% smaller than the observed one.

In the present work we calculate the bulk modulus of the lower symmetry phase using the experimental $`c/a`$ and $`V/V_0`$ ratios Sowa . The tilt angle was chosen to keep the Ti-F bondlength Eq. (1) constant for all pressure values. We fix $`d_{TiF}=1.947`$ Å and $`d_{TiF}=1.996`$ Å for LDA and LDA+U calculations respectively. For LDA+U calculations $`V_0`$ was fixed to the experimental value Sowa  $`V_0=`$58.3 Å3, while for LDA it is reduced to match the optimal volume $`V_0=`$56.2 Å3 to eliminate the strain effects. The results of calculations for the unit cell parameters given in table 1 are shown on Fig. 9 (b). The high pressure points can be fitted by Eq. (6) to give a bulk modulus of $`B=42`$ GPa for LDA and $`B=29`$ GPa for LDA+U functionals with corresponding coefficients $`K_2=0.011`$ GPa-1 and $`K_2=0.008`$ GPa-1 and optimal volumes $`V/V_0=0.86`$ and $`V/V_0=0.88`$, which are in agreement with the ambient pressure volume deduced from the high pressure experimental data. The energies in the global minimums in LDA and LDA+U calculations are 270 K and 525 K per TiF3 lower than that of the experimentally observed structural parameters. A shallower minimum in LDA can be explained by the kinetic energy loss due to the octahedra tilting. In LDA+U the kinetic energy is suppressed due to correlations and does not change much with tilting.

We speculate that this anomalous behavior of the compressibility of TiF3 may be due to the presence of domain walls in the low symmetry phase observed in Mogus . Under applied pressure the crystal becomes a single domain. An alternative explanation is the phonon contribution to the free energy which in principle depends on pressure. Additional theoretical calculations of the phonon spectrum and it’s pressure depends (Gruneisen parameter) is needed to estimate the phonon contribution to the bulk modulus anomaly.

## VII Conclusion

We used density functional theory to predict the electronic and magnetic properties of TiF3. LDA predicts TiF3 to be a ferromagnetic metal with a fully saturated moment 1 $`\mu _B`$ per Ti. The energies of the high and the low symmetry structures are degenerate. Such that the pure electron-phonon and electrostatic (Madelung) model does not explain the observed phase transition at Tc=370 K. The correlations are essential to suppress the kinetic energy loss of Ti $`t_{2g}`$ electrons to favor the distortions. To model electron correlations on Ti $`d`$ orbitals we use the LDA+U approach, which requires the input parameters $`U`$ and $`J`$. We determine these parameters by calculating electron correlations on the TiF$`{}_{}{}^{2}{}_{6}{}^{}`$ ion and find $`U=8.1`$ eV and $`J=0.9`$ eV. LDA+U predicts TiF3 to be an antiferromagnetic insulator with spin $`1/2`$ per Ti. We find a long range order of Ti $`a_g`$ orbitals with a wavevector $`(000)`$. The low temperature phase is lower in energy by about 900 K per TiF3 in LDA+U calculations, which suggests electron-electron correlations are important.

Using the experimentally determined $`c/a`$ and $`V/V_0`$ ratios we find a global minimum at 14% (LDA) and 12% (LDA+U) volumes smaller than the observed ambient pressure volume, which are consistent with the ambient pressure volume deduced from the experimental high pressure data. The experimentally observed larger volume at the ambient pressure and the unusual behavior of the bulk modulus could be understood once the phonon contribution to the free energy is included. The zero phonon energy is in principle pressure dependent and can alter the position of the energy global minimum and the bulk modulus. The Gruneisen parameter calculations and experimental studies of the phonon spectrum under pressure will help to elucidate light to this problem.

###### Acknowledgements.

We are grateful to Fabian Essler for many valuable discussions, Warren Pickett for help in LDA+U calculations, and Dick Watson for useful suggestions. The computations were performed on the BNL galaxy cluster. This work was supported in part by DOE Grant No. DE-AC-02-98CH10886.


text:
# Inverse spectral problem for normal matrices and a generalization of the Gauss-Lucas theorem

## 1. Introduction

Let $`A=A^{}`$ be a selfadjoint $`n\times n`$-matrix, $`A_{n1}`$ its principal $`(n1)\times (n1)`$ submatrix, obtained by deleting the last row and column. According to the Cauchy–Poincare interlacing theorem their spectra $`\sigma (A)=\{\lambda _j\}_1^n`$ and $`\sigma (A_{n1})=\{\mu _j\}_1^{n1}`$ separate each other, that is

$$\lambda _1\mu _1\lambda _2\mu _2\mathrm{}\lambda _{n1}\mu _{n1}\lambda _n$$
(1.1)
It is known (see , ) that the converse is also true, that is for any two sequences $`\{\lambda _j\}_1^n`$ and $`\{\mu _j\}_1^{n1}`$ of real numbers, satisfying (1.1), there exists (nonunique) $`n\times n`$ selfadjoint matrix $`A`$ such that $`\sigma (A)=\{\lambda _j^{}\}_1^n`$ and $`\sigma (A_{n1})=\{\mu _j\}_1^{n1}`$. We say that such a matrix $`A=A^{}`$ solves the inverse spectral problem for these sequences.

The result of Hochstadt, see  (an analog the well known Borg uniqueness result for Sturm-Liouville equation) claims that there exists the unique Jacobi (tridiagonal) selfadjoint matrix $`A`$ solving the inverse problem.

In the present paper we generalize both the Cauchy-Poincare separation theorem and the Hochstadt theorem to the case of normal matrices.

It is obvious that an analogous result can not hold literally for a normal matrix $`A`$, first because the eigenvalues are not real and second, a principal submatrix $`A_{n1}`$ is normal only in trivial cases (see  and Lemma 4.9).

Our first main result is Theorem 3.7. It provides necessary and sufficient geometric conditions for the sequences $`\{\lambda _j\}_1^n`$ and $`\{\mu _j\}_1^{n1}`$ to be the spectrum of a normal matrix $`A`$ and its submatrix $`A_{n1}`$ respectively.

In order to formulate these geometrical conditions we introduce (in Section 2) several concepts of majorization for sequences of vectors from $`^n,`$ being natural generalizations of the classical ones and coinciding with those for $`n=1.`$

Note however, that the sufficient part of the above mentioned conditions can be expressed analytically without majorization and reads as follows

$$c_k:=\frac{_{j=1}^{n1}(\mu _j\lambda _k)}{_{1jn,jk}(\lambda _j\lambda _k)}0,k\{1,\mathrm{},n\}.$$
(1.2)
The second main topic of our paper is concentrated around the known Gauss-Lucas theorem . According to this theorem the roots $`\{\mu _k\}_1^{n1}`$ of the derivative $`p^{}`$ of any complex polynomial $`p([z])`$ of degree $`n`$ lie in the convex hull of the roots $`\{\lambda _j\}_1^n`$ of the polynomial $`p`$.

At a first view this topic is rather far from the above one. Nevertheless the following proposition establishes a ”bridge” between the two main topics (parts) of the paper.

###### Proposition 1.1.

Let $`p(z)`$ be a polynomial of degree $`n`$ with zeros $`\{\lambda _j\}_1^n`$ and $`\{\mu _j\}_1^{n1}`$ the zeros of its derivative. Then there exists a (nonunique) normal matrix $`AM_n()`$ such that $`\sigma (A)=\{\lambda _j\}_1^n`$ and $`\sigma (A_{n1})=\{\mu _j\}_1^{n1}`$.

The proof is immediately implied by (1.2) since now $`c_k=1,kn.`$

Combining Proposition 1.1 with Theorem 3.7 (our solution to inverse problem) and setting $`\mu _n:=(_1^n\lambda _j)/n,`$ we immediately arrive (see Proposition 4.2) at the following result: let $`\mu :=\{\mu _j\}_1^n,`$ $`\lambda :=\{\lambda _j\}_1^n.`$ There exists a doubly stochastic $`n\times n`$-matrix $`S`$ such that $`\mu =S\lambda .`$

This result essentially improves the Gauss-Lucas theorem. Proposition 1.1 allows us to apply linear algebra techniques to the investigation of the location of the zeros of a polynomial and of its derivative. For example, using the exterior algebra techniques we obtain a generalization of the Gauss-Lucas theorem for the products of roots (see Proposition 4.2).

Note, that while the second topic has attracted a lot of attention during two last decades (see , , , ,, , ), our approach seems to be new and perspective. In particular, in the framework of this approach we get simple (and short) solutions to the old problems of de Bruijn-Springer  and Schoenberg .

Let us briefly describe these problems, fixing the above notations.

In 1948 de Bruijn and Springer  conjectured that the following inequality holds for any convex function $`f::`$

$$\frac{1}{n1}\underset{j=1}{\overset{n1}{}}f(\mu _j)\frac{1}{n}\underset{j=1}{\overset{n}{}}f(\lambda _j).$$

They succeeded in proving this inequality for a class of convex functions. We provide a proof of this conjecture by showing that a bistohastic matrix $`S`$ in the above mentioned representation $`\mu =S\lambda `$ can be choosen in such a way that all entries in the last row equal $`1/n.`$ Moreover, we prove (Theorem 4.6) that the following inequality is valid for any $`k\{1,\mathrm{},n1\}`$

$$\frac{1}{\left(\genfrac{}{}{0pt}{}{n1}{k}\right)}\underset{1i_i<\mathrm{}<i_kn1}{}f\left(\underset{j=1}{\overset{k}{}}(\mu _{i_j}\alpha )\right)\frac{1}{\left(\genfrac{}{}{0pt}{}{n}{k}\right)}\underset{1i_1<\mathrm{}<i_kn}{}f\left(\underset{j=1}{\overset{k}{}}(\lambda _{i_j}\alpha )\right).$$
(1.3)
In 1986 Schoenberg  (see also ) conjectured that if $`_{j=1}^n\lambda _j=0,`$ then

$$n\underset{j=1}{\overset{n1}{}}|\mu _j|^2(n2)\underset{j=1}{\overset{n}{}}|\lambda _j|^2$$

and the equality holds if and only if all numbers $`\lambda _j`$ lie on the same line. We establish this inequality in Proposition 1.1 (see Theorem 4.10).

Let us briefly sketch the contents of the paper.

In section 2 we introduce two new notions of majorization for sequences of vectors with nonequal numbers of entries and establish some simple properties of those. We also study a connection between different concepts of majorization and show that (on the contrary to the scalar case), they are not equivalent. In particular, this provides a negative answer to the question from the book of Marshall and Olkin , p.433.

In section 3 we establish an analog of the Cauchy-Poincare separation theorem for normal matrices (Theorem 3.7). As a corollary, we get an analogous result for ”noncommutative” convex combinations of normal matrices (Corollary 3.11). Moreover, we solve an inverse Borg-type problem, generalizing the result of Hochstadt .

In Section 4 we essentially generalize and extend the known Gauss–Lucas theorem based on our solution to inverse problem for normal matrices. Finally, we apply this result in order to obtain complete solutions to the de Bruijn-Springer and Schoenberg conjectures.

The preliminary version of our paper has already been published as a preprint . The main results of the paper have been announced without proofs in .

Acknowledgements

I would like to express my deep gratitude to M. M. Malamud and F. V. Petrov for numerous comments, remarks and discussions which essentially improved the paper. I am also very grateful to J. Borcea and F. V. Petrov who have informed me about the conjecture of de Bruijn and Springer  and the papers  and .

## 2. Majorization

2.1. Two definitions of majorization.

We start with several known definitions (see , , ).

###### Notation 2.0.1.

Let $`X`$ be a subset of $`^m.`$ Denote by $`\mathrm{conv}(X)`$ the convex hull of $`X,`$ i.e. the smallest convex set, containing $`X.`$

If $`X`$ is convex, let Ext$`X`$ denote the (nonempty) set of its extreme points.

Next, $`\mathrm{CV}(Y)`$ stands for the set of all convex functions on a convex set $`Y.`$

As usual, denote by $`C:=AB`$ the Schur (element-wise) product of two $`n\times n`$-matrices $`A=(a_{ij})`$ and $`B=(b_{ij}):`$ $`(c_{ij}):=(a_{ij}b_{ij}).`$

###### Definition 2.1.

a) A matrix $`AM_n()`$ is called bistochastic (doubly stochastic) iff all its entries are nonnegative and the sum of the elements in each row and each column equals one.

We denote the set of bistochastic matrices by $`\mathrm{\Omega }_nM_n().`$

b) A matrix $`AM_n()`$ is called unitary-stochastic (orthostochastic) if there exists a unitary (orthogonal) matrix $`UM_n()(UM_n())`$ such that $`A=U\overline{U}.`$

The set of all unitary stochastic matrices is denoted by $`\mathrm{\Omega }_n^u.`$

###### Remark 2.1.

The set of all bistochastic matrices is convex and contains all transposition matrices.

The known Theorem of Birkgoff states that the set $`\mathrm{Ext}(\mathrm{\Omega }_n)`$ coincides with the set of all transposition matrices, and thus by the Krein-Mil’man theorem $`\mathrm{\Omega }_n`$ is the convex hull of all transposition matrices , , .

Not that each unitary stochastic $`n\times n`$-matrix is bistochastic, i.e. $`\mathrm{\Omega }_n^u\mathrm{\Omega }_n.`$ But converse is not true: not every bistochastic matrix is unitary-stochastic , .

###### Definition 2.2.

Let $`x=\{x_k\}_{k=1}^l`$ and $`y=\{y_k\}_{k=1}^m`$ be two sequences of vectors in $`^n`$ and $`lm.`$ Suppose that the following conditions are fulfilled:

$$\begin{array}{cc}& \mathrm{conv}(x_{i_1},i_1=\overline{1,l})\mathrm{conv}(y_i:i=\overline{1,m}),\hfill \\ & \mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}\hfill \\ & \mathrm{conv}(x_{i_1}+\mathrm{}+x_{i_k}:1i_1<\mathrm{}<i_kl)\hfill \\ & \mathrm{conv}(y_{i_1}+\mathrm{}+y_{i_k}:1i_1<\mathrm{}<i_km)\hfill \\ & \mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}\hfill \\ & x_1+\mathrm{}+x_l\mathrm{conv}(y_{i_1}+\mathrm{}+y_{i_l}:1i_1<\mathrm{}<i_lm)\hfill \end{array}$$
(2.1)
Then we say that the sequence $`\{y_k\}`$ majorates the sequence $`\{x_k\}`$ and write $`xy;`$

###### Remark 2.2.

If $`l=m,`$ the last condition turns into

$$x_1+\mathrm{}+x_m=y_1+\mathrm{}+y_m.$$

###### Definition 2.3.

Let $`x:=\{x_k\}_{k=1}^l`$ and $`y:=\{y_k\}_{k=1}^m,`$ $`lm`$ be two sets of vectors $`x_k,y_k^n.`$

We say that $`x`$ is bistochastically majorated by $`y`$ and write $`x_{ds}y,`$ if there exist vectors $`x_{l+1},\mathrm{},x_m^n`$ and a bistochastic matrix $`S\mathrm{\Omega }_m,`$ such that $`\stackrel{~}{x}:=\{x_k\}_1^m=(I_nS)y.`$

If $`S`$ can be chosen to be unitary stochastic, we write $`x_{uds}y.`$

Next we compare these definitions to the classical ones.

For this purpose we recall the notion of majorization (, ,) for sequences of real numbers ( the case $`n=1).`$

###### Definition 2.4.

Let there be given two real sequences $`\alpha :=\{\alpha _k\}_1^m`$ and $`\beta :=\{\beta _k\}_1^m.`$ Let also $`\widehat{\alpha }`$ and $`\widehat{\beta }`$ be these sequences, reordered to be decreasing. If

$$\widehat{\beta }_1+\mathrm{}+\widehat{\beta }_j\widehat{\alpha }_1+\mathrm{}+\widehat{\alpha }_j,j\{1,\mathrm{},m\}$$
(2.2)
then it is usually written $`\beta \alpha .`$

If, moreover,

$$\underset{k=1}{\overset{m}{}}\alpha _k=\underset{k=1}{\overset{m}{}}\beta _k,$$

then the sequence $`\beta `$ is said to be majorized by $`\alpha `$ which is denoted by $`\beta \alpha .`$

The following famous theorem due to Weyl, Birkgoff and Hardy-Littlwood-Polya (see , , ,), explains the connection between two different definitions of majorization in the scalar case ($`n=1`$).

###### Theorem 2.5.

Let $`\alpha ,\beta ^m`$ be to real sequences. Then the following are equivalent

1) $`\beta \alpha .`$

2) The following inclusion holds true:

$$\begin{array}{c}\beta \mathrm{conv}(\{A\alpha :A\text{ is a permutation matrix}\})=\hfill \\ \hfill \mathrm{conv}(\{\{\alpha _{i_1},\mathrm{},\alpha _{i_m}\}:\{i_1,\mathrm{},i_m\}\text{ is a permutation of the set }\{1,\mathrm{},m\}\})\end{array}$$
(2.3)
3) There exists a bistochastic matrix $`SM_m(),`$ such that $`\beta =S\alpha .`$ It fact, the matrix $`S`$ can be chosen to be orthostochastic.

4) The inequality

$$\underset{i=1}{\overset{m}{}}f(\beta _i)\underset{i=1}{\overset{m}{}}f(\alpha _i)$$
(2.4)
holds for any convex function $`f`$ on $`.`$

5) The inequality

$$f(\beta _1,\mathrm{},\beta _m)f(\alpha _1,\mathrm{},\alpha _m)$$
(2.5)
holds for any convex function $`f`$ in $`^m`$ which is symmetric, that is, invariant under any permutation of the coordinates.

###### Remark 2.3.

Note that in the case $`n=1`$ and $`l=m`$ definitions 2.2 and 2.3 are equivalent to the above Definition 2.4 of majorization for real sequences. In fact, we have

$$\beta \alpha \beta =S\alpha (\beta )(\alpha ).$$

(this fact very easy to check explicitly). Now, the convex hull of a set of real numbers is the closed interval between the minimal to the maximal numbers. Thus Definition 2.2 is a natural generalization of the standard one in $`^1.`$

It is very easy to see that the following proposition is valid

###### Proposition 2.6.

If $`x=\{x_k\}_{ds}y=\{y_k\},`$ then $`xy.`$

One can suppose, that a complete analog of Theorem 2.5 is valid, that is the partial orders $``$ and $`_{ds}`$ are equivalent. But the following example shows, that it is not the case.

###### Example 2.7.

Let $`n=2`$ and $`m=4.`$ Set

$`x`$ $`=\{x_1,\mathrm{},x_4\}=\{(12,12),(12,12),(5,3),(3,5)\},`$ (2.6)
$`y`$ $`=\{y_1,\mathrm{},y_4\}=\{(8,16),(16,8),(0,0),(8,8)\}`$
It is easy to check by hand, that $`xy.`$ At the same time it is easy to see that the vector $`x_1=(12,12)`$ can be uniquely expressed as a convex combination of $`y_k`$-s: $`x_1=1/2(y_1+y_2).`$ Suppose now, that there exists a bistochastic matrix $`S,`$ such that $`x=Sy.`$ Then $`S`$ has the form

$$S=\left(\begin{array}{cccc}1/2& 1/2& 0& 0\\ 1/2& 1/2& 0& 0\\ 0& 0& s_{33}& s_{34}\\ 0& 0& s_{43}& s_{44}\end{array}\right),$$

which is impossible, since $`x_3,x_4`$ do not belong to the convex hull of $`y_3,y_4.`$

###### Remark 2.4.

On the p. 433 of  Marshall and Olkin, mention the condition 2) of Proposition 2.10 as the weakest possible notion of majorization. By virtue of Proposition 2.10, it is equivalent to $``$ for $`l=m.`$ Furthermore they say that the relation between $``$ and $`_{ds}`$ is not clear. Example 2.7 provides a negative answer to this question.

We note the following simple

###### Proposition 2.8.

a) Let $`\{y_k\}_{k=1}^m`$ be such, that $`\mathrm{conv}(\{y_k\}_{k=1}^m)`$ is affine isomorphic to the standard simplex

$$\mathrm{\Sigma }_{m1}:=\{(t_1,\mathrm{},t_m)^m:t_k0,\underset{k}{}t_k=1\}.$$

Then $`x=\{x_k\}y=\{y_k\}`$ if and only if $`x_{ds}y.`$

b) for $`m=3`$ the orders $``$ and $`_{ds}`$ are equivalent.

###### Proof.

a) Under the assumption a) each $`x_k`$ can be uniquely represented as a convex combination of $`y_k:`$

$$x_k=\underset{i=1}{\overset{m}{}}s_{ki}y_i,k\{1,\mathrm{},m\}$$

with $`_is_{ki}=1.`$ Now, by definition, $`xy`$ yields

$$(1/m)\underset{k}{}y_k=(1/m)\underset{k}{}x_k=(1/m)\underset{i=1}{\overset{m}{}}\left(\underset{k=1}{\overset{m}{}}s_{ki}\right)y_i.$$

Defining

$$\beta _i=1/m\left(\underset{k=1}{\overset{m}{}}s_{ki}\right)$$

we get $`\beta _i=1/m`$ for all $`i,`$ since the expression via extreme points is unique Thus the matrix $`S=(s_{ki})_{k,i=1}^m`$ is the required bistochastic matrix.

b) $`m=3.`$ If the endpoints of $`y_1,y_2,y_3`$ in $`^n`$ do not lie on the same line, then a) applies. If they do, then shifting them all by the same vector so, that the line becomes passing through the origin we reduce the problem to the case $`n=1,`$ contained in Theorem 2.5. ∎

###### Remark 2.5.

It is clear, that if $`\{y_k\}`$ are linearly independent, then they satisfy the hypothesis of a).

It is also interesting to note that in the case a) only the first condition $`x_k\mathrm{conv}(\{y_k\}_{k=1}^m)`$ and the last one $`x_k=y_k`$ are sufficient for the existence of a bistochastic matrix.

2.2. The set of extreme points of the set Maj$`(y)`$.

Let $`n=1`$ and $`x=\{x_k\}_1^m,y=\{y_k\}_1^mR^m.`$ It is known (see ), that in this case $`(n=1)`$ the set of extreme points of the set Maj$`(y):=\{x:x^m,xy\}`$ is

$$Ext(\mathrm{Maj}(y))=\{Py:P\mathrm{\Omega }_m,P\text{ is a permutation matrix}\}.$$
(2.7)
The following statement easily follows from the scalar case.

###### Proposition 2.9.

Let $`x=\{x_k\}_1^m,y=\{y_k\}_1^m`$ be two sequences of vectors in $`^n`$ and Maj$`(y):=\{x:xy\}.`$ Then

$$Ext(\mathrm{Maj}(y))\{(I_nP)y:P\text{ is a permutation matrix}\}.$$

The following questions naturally arise in this connection:

Questions: 1) Find some additional geometric conditions, such that together with (2.1) they imply $`x_{ds}y.`$

2) What are the extreme points of the set $`\mathrm{Maj}(y)\mathrm{?}`$

3) Under which conditions on the sequence $`y=\{y_k\}`$ the sets $`\{x:xy\}`$ and $`\{x:x_{ds}y\}`$ coincide?

Let $`CVS(^n)`$ be the closed in the point-wise convergence topology cone in $`CV(^n),`$ generated by the set of convex functions

$$\{f(x,y):f\mathrm{CV}(),y^n\}.$$
(2.8)
The class $`CVS(^n)`$ naturally arises in the following proposition being a partial generalization of Theorem 2.5.

###### Proposition 2.10.

Let $`x:=\{x_j\}_1^l,y:=\{y_k,\}_1^m`$ be systems of vectors from $`^n.`$ The following conditions are equivalent

1) $`xy;`$

2) for any vector $`h^n`$

$$(x_1,h,\mathrm{},x_l,h)(y_1,h,\mathrm{},y_m,h);$$

3) the inequality

$$\underset{i=1}{\overset{l}{}}f(x_i)\underset{i=1}{\overset{m}{}}f(y_i)$$
(2.9)
holds true for any nonnegative $`fCVS(^n)`$ when $`l<m`$ and for any $`fCVS(^n)`$ if $`l=m.`$

###### Proof.

1)$``$2). A vector $`x^n`$ lies in a convex set $`Y^n`$ iff its projection to any line lies in the projection of $`Y`$ onto the same line. Thus

$$x_{i_1}+\mathrm{}+x_{i_k}\mathrm{conv}(\{y_{j_1}+\mathrm{}+y_{j_k}\})$$

iff

$$x_{i_1},h+\mathrm{}+x_{i_k},h\mathrm{conv}(\{y_{j_1},h+\mathrm{}+y_{j_k},h\})$$

for any $`h^n.`$ By Remark 2.3 this is equivalent to 2).

2)$`3).`$ By a result of Fisher and Holbrook , $`\{x_k,h\}_1^l\{y_k,h\}_1^m`$ if and only if

$$\underset{k=1}{\overset{l}{}}f(x_k,h)\underset{k=1}{\overset{m}{}}f(y_k,h)$$

for any nonnegative function $`f\mathrm{CV}().`$ If $`l=m,`$ we have an equality in (2.9) for any linear function. And any convex function on the line is a sum of a linear function and a nonnegative convex function. This immediately yields the required. ∎

We mention also the following beautiful result, being another partial generalization of the Hardy-Littlewood-Polya theorem. It is due to Sherman  for $`l=m`$ and to Fisher and Holbrook  for $`l<m:`$

###### Theorem 2.11.

,  Let $`x:=\{x_j\}_1^l`$ and $`y:=\{y_k\}_1^m`$ be systems of vectors in $`^n.`$ Then $`x_{ds}y`$ if and only if the inequality

$$\underset{i=1}{\overset{l}{}}f(x_i)\underset{i=1}{\overset{m}{}}f(y_i)$$
(2.10)
is valid for any nonnegative $`f\mathrm{CV}()`$ if $`l<m`$ and for any $`f\mathrm{CV}()`$ if $`l=m.`$

The proof is completely different from the scalar case.

Note, that combining Proposition 2.10, Theorem 2.11 and Example 2.7 we arrive at the relation $`CVS(^n)\mathrm{CV}(^n).`$ Note also that using our Example 2.7 F. V. Petrov has constructed a simple explicit counterexample of a function $`f\mathrm{CV}(^n)CVS(^n).`$

To finish the section, we mention the following elegant result due to F. Petrov.

###### Proposition 2.12.

1) $`\{x_k\}_{k=1}^l\{y_k\}_{k=1}^m`$ if and only if the sum of any $`s`$ of $`x_i`$-s, $`1sl`$ is a linear combination of $`z_j`$-s with coefficients between $`0`$ and $`1`$ and the sum of coefficients equal $`s;`$

2) $`\{x_k\}_{k=1}^l\{y_k\}_{k=1}^m`$ if and only if there exist vectors $`x_{l+1},\mathrm{},x_m^n`$ such that

$$\{x_k\}_{k=1}^m\{y_k\}_{k=1}^m.$$

###### Proof.

1) easily follows from Proposition 2.10, 2).

2) It is easy to see from 1) that if $`\{x_k\}_{k=1}^l\{z_k\}_{k=1}^m`$, then $`\{x_k\}_{k=1}^{l+1}\{z_k\}_{k=1}^m,`$ where $`x_{l+1}=\frac{_1^mz_i_1^lx_i}{ml}.`$

## 3. Inverse problem and interlacing theorem for normal matrices

In this section we will use the partial orders $``$ and $`_{ds}`$ for vectors with complex entries. In this case we identify $``$ with $`^2`$ and so Definition 2.2 does not change.

Let $`A_{i_1,\mathrm{},i_k}^{j_1,\mathrm{},j_k}`$ denote the submatrix of $`A`$ with the $`i_1,\mathrm{},i_k`$ and columns $`j_1,\mathrm{},j_k.`$ We denote for the brevity $`A_{n1}:=A_{1,\mathrm{},n1}^{1,\mathrm{},n1}.`$

3.1. Preliminary solution to the inverse problem by two spectra.

###### Proposition 3.1.

Let $`\{\lambda _k\}_1^n`$ and $`\{\mu _j\}_1^{n1}`$ be two sequences of complex numbers. Then the system of inequalities:

$$\frac{_{j=1}^{n1}(\mu _j\lambda _k)}{_{1jn,jk}(\lambda _j\lambda _k)}0,k\{1,\mathrm{},n\}$$
(3.1)
is valid if and only if there exists a normal matrix $`A`$ with the spectrum $`\sigma (A)=\{\lambda _1,\mathrm{},\lambda _n\}`$ such that the spectrum of $`\stackrel{~}{A}=A_{n1}`$ is $`\sigma (\stackrel{~}{A})=\{\mu _1,\mathrm{},\mu _{n1}\}.`$

###### Proof.

$`Necessity.`$ Let $`A`$ be a normal matrix with the spectrum $`\sigma (A)=\{\lambda _1,\mathrm{},\lambda _n\}`$ such that $`\sigma (\stackrel{~}{A})=\{\mu _1,\mathrm{},\mu _{n1}\}.`$ Let $`e=(0,\mathrm{},0,1).`$ Consider the function:

$$\mathrm{\Delta }(\lambda ):=((A\lambda )^1e,e)=\underset{k=1}{\overset{n}{}}\frac{x_k^2}{\lambda _k\lambda }=\frac{det(\stackrel{~}{A}\lambda )}{det(A\lambda )}$$
(3.2)
where $`x_k`$ are the coordinates of $`e`$ in the orthonormal basis of eigenvectors of $`A.`$ Clearly, the poles of $`\mathrm{\Delta }(\lambda )`$ are in the spectrum of $`A`$ and the residues in these poles are equal to $`x_k^2`$ and hence are nonnegative. But, by (3.2) these residues equal the numbers (3.1).

$`Sufficiency.`$ Let (3.1) ne fulfilled. Consider the function

$$\mathrm{\Delta }(\lambda ):=\frac{_{j=1}^{n1}(\mu _j\lambda )}{_{k=1}^n(\lambda _k\lambda )}$$
(3.3)
By (3.1), the residues of $`\mathrm{\Delta }(\lambda )`$ in its poles $`\lambda _k`$ are nonnegative and hence equal $`x_k^2`$ for some real numbers $`x_k.`$ Clearly, we have

$$\mathrm{\Delta }(\lambda )=\underset{k=1}{\overset{n}{}}\frac{x_k^2}{\lambda _k\lambda }$$
(3.4)
and

$$\underset{k=1}{\overset{n}{}}x_k^2=\underset{\lambda \mathrm{}}{lim}\lambda \mathrm{\Delta }(\lambda )=1.$$

Therefore, considering the diagonal matrix $`A=\mathrm{diag}\{\lambda _1,\mathrm{},\lambda _n\}`$ and writing it down in an orthonormal basis with the last vector $`e_n=(x_1,\mathrm{},x_n)`$ we get the required normal matrix. ∎

###### Remark 3.1.

Note, that the poles of the function $`\mathrm{\Delta }(\lambda )`$ (see (3.2)) are simple (i.e. of multiplicity one), since the matrix $`A`$ is (unitary) diagonalizable. Therefore it easily follows from (3.2), as well as from general dimension arguments, that if $`A`$ has a $`k`$-multiple eigenvalue $`\lambda _0,`$ then $`\lambda _0`$ is an eigenvalue of $`A_{m1}`$ of multiplicity at least $`k1.`$ Note, however, that $`A_{n1}`$ is normal only in very special cases (see Lemma 4.9). Moreover, it may even happen that $`A_{n1}`$ is not of simple structure, that is it may be nondiagonalizable.

###### Corollary 3.2.

Let two systems of complex numbers $`\{\mu _j\}_1^{n1}`$ and $`\{\lambda _j\}_1^n`$ satisfy

$$\mathrm{\Delta }(\lambda ):=\frac{_{j=1}^{n1}(\mu _j\lambda )}{_{j=1}^n(\lambda _j\lambda )}=\underset{j=1}{\overset{n}{}}\frac{|x_j|^2}{\lambda _j\lambda }$$
(3.5)
with some complex numbers $`\{x_j\}_1^n.`$ Then for any unitary matrix $`U=(u_{ij})_{i,j=1}^n`$ with the last row $`(u_{n1},\mathrm{},u_{nn})=(x_1,\mathrm{},x_n),`$ the matrix $`A:=U\mathrm{diag}\{\lambda _j\}_1^nU^{}`$ satisfies the hypothesis of Proposition 3.1.

3.2. Quasi-Jacobi normal matrices and an analog of the Hochstadt theorem.

It is known and easy to see that any selfadjoint matrix (bounded operator) is unitary equivalent to a selfadjoint tridiagonal (Jacobi) matrix.

Here we find an analog of such a form for a normal matrix and apply it in order to obtain an analog of the Hohstadt result  on the unique recovery of a Jacobi matrix from two spectra.

###### Proposition 3.3.

Every normal $`m\times m`$ matrix $`A`$ is unitary equivalent to a direct sum of normal matrices $`A_i,i=1,\mathrm{},k`$ satisfying $`(A_i)_{j,k}=0`$ for $`kj+2`$ and $`(A_i)_{j,j+1}0.`$ Moreover, $`A`$ has simple spectrum iff it is unitary equivalent to only one such matrix.

###### Proof.

The proof is very simple and standard. It is clear that it suffices to consider only the case of simple spectrum.

In this case, taking any cyclic vector $`x,`$ we get that $`\{A^jx\}_0^{m1}`$ forms a basis in $`^m.`$ After the Gram-Schmidt procedure we arrive at the required basis. ∎

###### Definition 3.4.

A matrix $`A`$ is called quasi-Jacobi if it satisfies the hypothesis of Proposition 3.3.

Thus, quasi-Jacobi form is in a sense a normal form for a normal matrix. Now we can complement Proposition 3.1 with a uniqueness result.

###### Theorem 3.5.

For any two systems of complex numbers $`\{\lambda _j\}_1^n`$ and $`\{\mu _j\}_1^{n1},`$ satisfying (3.1) there exists a unique normal quasi-Jacobi matrix $`A`$ such that $`\sigma (A)=\{\lambda _j\}_1^n`$ and $`\sigma (A_{n1})=\{\mu _j\}_1^{n1}.`$

###### Proof.

Writing the function $`\mathrm{\Delta }(\lambda )`$ from (3.3) in the form

$$\mathrm{\Delta }(\lambda )=\frac{d\mu (z)}{\lambda z}$$

with $`d\mu =_{k=1}^nx_k^2\delta _{\lambda _k}`$ we can introduce the orthogonal polynomials with respect to measure just like in the Jacobi case (see, e.g.  and Gesztesy and Simon ) and then, following the same lines as in , we get the result. ∎

###### Remark 3.2.

The function $`\mathrm{\Delta }(\lambda )`$ is an analog of the Weyl M-function in this case (see , ). Note that our proof of Proposition 3.1 is similar to that proposed in , .

3.3. The set of all possible diagonals in the ”unitary” orbit of a normal matrix.

The criterion (3.1) of Proposition 3.1 is trivial and provides no information on the geometry of the sequences $`\{\lambda _k\}_1^n`$ and $`\{\mu _j\}_1^{n1}.`$ It is even unclear how far can $`\mu _j`$ lie from $`\lambda _k.`$ Therefore it would be desirable to have a more ”geometric” answer, being an analog of the Poincare Theorem.

In this subsection we start with an arbitrary normal matrix $`A`$ and give a (rather trivial) description of the set of diagonals of its ”unitary” orbit $`\{UAU^{}:UM_n(),U^{}U=I.\}`$ In the next section we apply this result to complete solution to the inverse spectral problem for a normal matrix.

###### Proposition 3.6.

Let $`AM_n()`$ be a normal matrix with the spectrum $`(\lambda _1,\mathrm{},\lambda _n).`$ Then

a) $`(a_{11},\mathrm{},a_{nn})_{uds}(\lambda _1,\mathrm{},\lambda _n);`$

b) there exists an orthonormal basis $`\{e_i\}_1^n`$ such that $`(Ae_i,e_i)=\alpha _i`$ iff there exists a unitary stochastic matrix $`O`$ such that $`\mathrm{col}(\alpha _1,\mathrm{},\alpha _n)=O\mathrm{col}(\lambda _1,\mathrm{}\lambda _n).`$

c) if $`A`$ is selfadjoint, then the set of all possible diagonals (in all orthonormal bases) is convex;

d) the set of all possible diagonals (in all orthonormal bases) of a fixed normal matrix $`A`$ is not necessarily convex.

###### Proof.

The validity of a) and b) is obvious. It is also clear that all permutations of the set $`(\lambda _1,\mathrm{},\lambda _n)`$ are realized by diagonals. Thus, if the set of diagonals were convex, it would contain all vectors of the form $`S\mathrm{col}(\lambda _1,\mathrm{},\lambda _n)`$ with a bistochastic $`S`$.

c) is due to Horn .

d) take

$$S=\frac{1}{2}\left(\begin{array}{ccc}1& 1& 0\\ 1& 0& 1\\ 0& 1& 1\end{array}\right)$$

It is known (see ) that $`S`$ is not unitary-stochastic. Set $`(\lambda _1,\lambda _2,\lambda _3)=(1,i,0)`$ and

$$S(\lambda _1,\lambda _2,\lambda _3)=(\alpha _1,\alpha _2,\alpha _3)^t=(1+i,1,i)^t.$$

If there exists a unitary-stochastic matrix $`O,`$ such that

$$O(\lambda _1,\lambda _2,\lambda _3)^t=(\alpha _1,\alpha _2,\alpha _3)^t,$$

then it immediately yields $`O=S.`$

###### Remark 3.3.

The result of c) is a due to Horn , , , . All other statements are folklore.

3.4. Analog of the Cauchy-Poincare interlacing theorem and a solution to the inverse spectral problem for normal matrices.

Now we are ready to state the main result of the section.

Define for any vector $`\{\lambda _j\}_1^m^m`$ the vector

$$C_k(\{\lambda _j\}_1^m):=\{\lambda _{i_1}\mathrm{}\lambda _{i_k}\}_{1i_1<\mathrm{}<i_km}C^{\left(\genfrac{}{}{0pt}{}{m}{k}\right)}.$$
(3.6)
###### Theorem 3.7.

Let $`\{\lambda _1,\mathrm{},\lambda _n\}`$ and $`\{\mu _1,\mathrm{},\mu _{n1}\}`$ be two systems of complex numbers. Then for the existence of a normal matrix $`A`$ such that $`\sigma (A)=\{\lambda _1,\mathrm{},\lambda _n\}`$ and $`\sigma (A_{1,n1})=\{\mu _1,\mathrm{},\mu _{n1}\}`$ it is necessary that the condition

$$C_k(\{\mu _j\alpha \}_1^{n1})_{uds}C_k(\{\lambda _j\alpha \}_1^n)$$
(3.7)
be fulfilled for any complex number $`\alpha `$ and any $`k\{1,\mathrm{},n1\}`$ and sufficient that it be fulfilled for $`k=n1`$ and all $`\alpha \{\lambda _1,\mathrm{},\lambda _k\}.`$

###### Proof.

a) Sufficiency. Let $`\alpha =\lambda _k.`$ (3.7) for $`k=n1`$ reads

$$\begin{array}{c}\underset{i=1}{\overset{n1}{}}(\mu _i\lambda _k)\mathrm{conv}\left(\underset{1in,il}{}\{\lambda _i\lambda _k\}:l=\overline{1,n}\right)\hfill \\ \hfill =\mathrm{conv}(0;\underset{1in,ik}{}\{\lambda _i\lambda _k\})\end{array}$$
(3.8)
Hence (3.1) is valid for all $`k.`$ Proposition 3.1 yields the required.

b) Necessity. Let $`A`$ be a normal matrix with the spectrum $`\sigma (A)=\{\lambda _1,\mathrm{},\lambda _n\}`$ and $`\sigma (A_{n1})=\{\mu _1,\mathrm{},\mu _{n1}\}.`$ Let us prove (3.7). By the Shur Theorem ,  there exists a unitary matrix $`V_1M_{n1}()`$ such that the matrix $`V_1^{}A_{1,n1}V_1`$ is upper triangular. Therefore, considering the matrix $`U_1:=V_11M_n()`$ we get the normal matrix $`B:=U_1^{}AU_1`$ with the same spectrum as $`A`$, $`\sigma (B)=\sigma (A),`$ but the $`\mu _j`$-s are on the diagonal. Therefore we can take $`B`$ instead of $`A.`$ Proposition 3.6 implies $`\{\mu _j\}_1^{n1}_{uds}\{\lambda _j\}_1^n.`$

Take an arbitrary $`\alpha `$. The matrix $`B\alpha I`$ is also normal. Let us consider its exterior power $`C_k(B\alpha I):=^k(B\alpha I)`$ acting on the space$`^kH:=\underset{k\text{ times}}{\underset{}{H\mathrm{}H}}.`$ Then this matrix is also normal with the spectrum

$$\sigma (C_k(B\alpha I))=\{(\lambda _{i_1}\alpha )\mathrm{}(\lambda _{i_k}\alpha )\}_{1i_1<\mathrm{}<i_kn}.$$

The diagonal elements of $`C_k(B\alpha I)`$ are the $`k\times k`$ principal minors of $`B\alpha I.`$ Since $`B_{n1}\alpha I_{n1}`$ is upper triangular, then the $`k\times k`$ principal minors of $`B_{n1}\alpha I`$ equal

$$(\mu _{i_1}\alpha )\mathrm{}(\mu _{i_k}\alpha ),1i_1<\mathrm{}<i_kn1.$$

Thus Proposition 3.6, a) implies the required. ∎

###### Remark 3.4.

It is easy to see from the proof that the unitary stochastic matrices in (3.7) are independent of $`\alpha .`$

###### Corollary 3.8.

There exists a normal matrix $`A`$ such that $`\sigma (A)=\{\lambda _1,\mathrm{},\lambda _n\}`$ and $`\sigma (A_{n1})=\{\mu _1,\mathrm{},\mu _{n1}\}`$ if and only if

$$\underset{k=1}{\overset{n1}{}}(\lambda _j\mu _k)\mathrm{conv}(0;p^{}(\lambda _j))\text{ for all }j\{1,\mathrm{},n\}$$

where $`p(\lambda )=_{k=1}^n(\lambda \lambda _k)`$

###### Example 3.9.

In the case $`n=3`$ the orders $``$ and $`_{ds}`$ are equivalent. Therefore in this case conditions (3.7) take a specially simple form:

$`\mu _1,\mu _2\mathrm{conv}\{\lambda _j\}_1^3,\mu _1+\mu _2\mathrm{conv}\{\lambda _1+\lambda _2,\lambda _2+\lambda _3,\lambda _1+\lambda _3\},`$
$`\mu _1\mu _2\alpha (\mu _1+\mu _2)\mathrm{conv}\{\lambda _k\lambda _p\alpha (\lambda _k+\lambda _p)\}_{1k<p3},\alpha .`$
An immediate consequence is:

###### Corollary 3.10.

Let $`A`$ be a normal matrix with the spectrum $`\{\lambda _1,\mathrm{},\lambda _n\}`$ and $`P`$ an $`m(n)`$dimensional orthoprojection in $`^n.`$ Let also $`B:=PAP^n`$ and $`\sigma (B):=(\mu _1,\mathrm{},\mu _m).`$ Then

$$C_k(\{\mu _j\alpha \}_1^m)_{uds}C_k(\{\lambda _j\alpha \}_1^n)$$
(3.9)
for all $`k,1km.`$

###### Corollary 3.11.

Let $`A_iM_{n_i}(),i=1,\mathrm{},p`$ be a $`p`$-tuple of normal matrices, and $`\sigma (A_i)=\{\lambda _k^i\}_{k=1}^{n_i}`$ their spectra. Let $`S_i`$ be $`m\times n_i`$ matrices, $`i=\overline{1,p}`$ such that

$$\underset{i=1}{\overset{p}{}}S_i^{}S_i=I_m$$
(3.10)
is the identity operator in $`^m.`$ Consider

$$B=\underset{i=1}{\overset{p}{}}S_i^{}A_iS_i$$
(3.11)
and let $`\sigma (B)=(\mu _1,\mathrm{},\mu _m).`$ Set $`n=n_1+\mathrm{}+n_p`$ and

$$(\lambda _1,\mathrm{},\lambda _n)=(\lambda _1^1,\mathrm{},\lambda _{n_1}^1,\lambda _1^2,\mathrm{},\lambda _{n_2}^2,\mathrm{},\lambda _{n_p}^p).$$
(3.12)
Then the systems of numbers $`(\lambda _1,\mathrm{},\lambda _n)`$ and $`(\mu _1,\mathrm{},\mu _m)`$ satisfy conditions (3.9).

###### Proof.

Consider the normal matrix $`A:=_{i=1}^lA_i.`$ Condition (3.10) means that the operator

$$V:=\left(\begin{array}{c}S_1\\ \mathrm{}\\ S_n\end{array}\right):^m^n$$

is an isometry and hence the operator

$$B=V^{}AV$$

is unitary equivalent to $`PAP^n`$ where $`P`$ is the projector onto the image of $`V.`$ Corollary 3.10 completes the proof. ∎

###### Remark 3.5.

There is another way to implement the trick of going from Corollary 3.10 to Corollary 3.11. See , .

## 4. Location of roots of a polynomial and of its derivative

4.1. Generalization of the Gauss-Lucas Theorem.

Recall the known Gauss-Lucas theorem

###### Theorem 4.1.

The roots of the derivative $`p^{}`$ of a polynomial $`pC[z]`$ lie in the convex hull of the roots of $`p`$.

Numerous papers are devoted to different generalizations and improvements of this results (see e.g. , , ).

In what follows we denote by $`pC[z]`$ a polynomial of degree $`n`$ with complex coefficients. Let also $`\{\lambda _j\}_1^n`$ be the roots of $`p`$ and $`\{\mu _j\}_1^{n1}`$ the roots of its derivative $`p^{}`$. We set additionally $`\mu _n:=(_1^n\lambda _j)/n.`$ Then the Gauss-Lucas theorem reads as follows: there exists a stochastic (by rows) matrix $`S^{}`$ such that $`\mu =S^{}\lambda ,`$ where $`\mu :=\{\mu _j\}_1^n`$ and $`\lambda :=\{\lambda _j\}_1^n.`$

The following result, being a corollary of Theorem 3.7, improves the Gauss-Lucas theorem.

###### Proposition 4.2.

Let $`p([z])`$ be a degree $`n`$ complex polynomial with roots $`\{\lambda _j\}_1^n`$ and $`\{\mu _k\}_1^{n1}`$ the roots of its derivative $`p^{}`$. Then the the sequences $`\{\lambda _j\}_1^n`$ and $`\{\mu _k\}_1^{n1}`$ satisfy (3.7) for $`k\{1,\mathrm{},n1\}`$. In particular, there exists a matrix $`S\mathrm{\Omega }_n`$ such that $`\mu =S\lambda ,`$ that is, the vector $`\mu `$ is bistochastically majorized by the vector $`\lambda .`$

###### Proof.

It follows from Corollary 3.2 and the obvious identity

$$p^{}(z)/p(z)=1/(z\lambda _j)$$
(4.1)
that there exists a normal matrix $`A`$ such that $`\sigma (A)=\{\lambda _j\}_1^n`$ and $`\sigma (A_{n1})=\{\mu _j\}_1^{n1}.`$ One completes the proof by applying Theorem 3.7. ∎

Note that this corollary does not give a complete information on the location. In particular, it does not anyhow explain the identities:

$$\frac{1}{C_{n1}^k}\underset{1i_1<\mathrm{}<i_kn1}{}\underset{j=1}{\overset{k}{}}(\mu _{i_j}\alpha )=\frac{1}{C_n^k}\underset{1i_1<\mathrm{}<i_kn}{}\underset{j=1}{\overset{k}{}}(\lambda _{i_j}\alpha )$$
(4.2)
which mean that even the products of the roots are equally distributed.

It turns out that in this case we can obtain a more complete information on the matrices $`S\mathrm{\Omega }_n^u,`$ realizing majorization.

###### Theorem 4.3.

Let $`k\{1,\mathrm{},n1\},`$ $`a:=\left(\genfrac{}{}{0pt}{}{n1}{k}\right),b:=\left(\genfrac{}{}{0pt}{}{n}{k}\right).`$ Then there exists a matrix $`S_k=(s_{ijk})\mathrm{\Omega }_b^u`$ such that $`_{i=a+1}^bs_{ijk}=k/n`$ for all $`j\{1,\mathrm{},b\}`$ and $`C_k(\{\mu _j\alpha \}_1^{n1})=PS_kC_k(\{\lambda _j\alpha \}_1^n)`$ (see (3.6)), where $`P:^b^a`$ is the natural orthoprojection.

In particular, if $`k=1`$ then there exists $`S_1\mathrm{\Omega }_n^u`$ such that $`s_{nj1}=1/n,j\{1,\mathrm{},n\}`$ and $`\{\mu _j\}_1^n=S_1\{\lambda _j\}_1^n.`$

###### Proof.

Set $`D:=\mathrm{diag}(\lambda _1,\mathrm{},\lambda _n).`$ By Corollary 3.2 and (4.1) we have, that for any unitary matrix $`V`$ with the last row consisting of $`1/\sqrt{n},`$ the normal matrix $`A:=VDV^{}`$ solves the inverse problem for a pair of sequences $`\{\lambda _j\}_1^n`$ and $`\{\mu _j\}_1^{n1},`$ that is $`\sigma (A)=\{\lambda _j\}_1^n`$ and $`\sigma (A_{n1})=\{\mu _j\}_1^{n1}.`$ Let, further $`U_1`$ be the same unitary matrix as in the proof of Theorem 3.7. Then $`U:=U_1V(M_n())`$ is a unitary matrix with the last row consisting of $`1/\sqrt{n}`$. Moreover, it follows from the proof of Theorem 3.7 that $`\{\mu _j\}_1^n=S_1\{\lambda _j\}_1^n,`$ where $`S_1:=U\overline{U}(\mathrm{\Omega }_n^u)`$ is the unitary stochastic matrix with the last row consisting of $`1/n.`$

Therefore, passing to the exterior powers as in the proof of Theorem 3.7, we get that the unitary stochastic matrix

$$S_k:=C_k(U)C_k(\overline{U}),k\{1,\mathrm{},n\}$$

realizes the unitary stochastic majorization of the systems of numbers $`C_k(\{\mu _j\}_1^{n1})`$ and $`C_k(\{\lambda _j\}_1^n)^{}.`$ We prove that $`S_k`$ has additional properties

$$\underset{1i_1<\mathrm{}<i_{k1}n1}{}\left|U_{i_1,\mathrm{},i_{k1},n}^{1,\mathrm{},k}\right|^2=\frac{nk}{n}.$$
(4.3)
Because of the symmetry, the same identity is certainly valid for all other choices of $`k`$ columns.

Expanding each minor with respect to the last row we get

$$U_{i_1,\mathrm{},i_{k1},n}^{1,\mathrm{},k}=\frac{1}{\sqrt{n}}\underset{l=1}{\overset{k}{}}(1)^{l+1}U_{i_1,\mathrm{},i_{k1}}^{1,\mathrm{},\widehat{l},\mathrm{},k}$$
(4.4)
and thus

$$|U_{i_1,\mathrm{},i_{k1},n}^{1,\mathrm{},k}|^2=\frac{1}{n}\underset{p,q=1}{\overset{k}{}}U_{i_1,\mathrm{},i_{k1}}^{1,\mathrm{},\widehat{p},k}\overline{U}_{i_1,\mathrm{},i_{k1}}^{1,\mathrm{},\widehat{q},\mathrm{},k}$$
(4.5)
Consider now the matrix $`V:=U_{1,\mathrm{},n1}^{1,\mathrm{},k}.`$ Then, since $`U`$ is unitary, we get

$$T:=V^{}V=\{t_{ij}\}_{i,j=1}^k$$

with

$$t_{ij}=\{\begin{array}{cc}\frac{n1}{n},\hfill & i=j\hfill \\ \frac{1}{n},\hfill & ij\hfill \end{array}.$$

Therefore we get

$$C_{k1}(V)^{}C_{k1}(V)=C_{k1}(T).$$

Because of (4.5), one easily sees that the required sum in (4.3) is a linear combination of the elements of the matrix $`C_{k1}(V)^{}C_{k1}(V)`$. Thus this sum depends only on the matrix $`T,`$ is independent of the choice of $`U`$ and is the same for all other choices of $`k`$ columns.

But by (4.2), these sums can be nothing but $`(nk)/n.`$ The proof is complete. ∎

###### Corollary 4.4.

Let $`U`$ be an $`n\times n`$ unitary matrix with $`u_{nj}=1/\sqrt{n}.`$ Let $`C_k(U)`$ be its $`k`$-th exterior power. Then for $`kn`$ $`S_k:=C_k(U)C_k(\overline{U})`$ is a unitary stochastic matrix, satisfying

$$\underset{i=1}{\overset{\left(\genfrac{}{}{0pt}{}{n1}{k}\right)}{}}s_{ij}=\frac{\left(\genfrac{}{}{0pt}{}{n1}{k}\right)}{\left(\genfrac{}{}{0pt}{}{n}{k}\right)}=\frac{nk}{n}$$

for all $`j\{1,\mathrm{},\left(\genfrac{}{}{0pt}{}{n}{k}\right)\}.`$

4.2. Conjecture of de Bruijn-Springer and its generalization.

In 1947 de Bruijn and Springer  conjectured that the inequality

$$\frac{1}{n1}\underset{j=1}{\overset{n1}{}}f(\mu _j)\frac{1}{n}\underset{j=1}{\overset{n}{}}f(\lambda _j)$$
(4.6)
holds for any convex function $`f:.`$

In order to prove this conjecture as well as its generalization we need the following simple lemma.

###### Lemma 4.5.

Let $`\{x_j\}_1^k,\{y_j\}_1^n`$ be two sequences of vectors from $`^m.`$ Suppose that there exists a matrix $`S=(s_{ij})^{k\times n}`$ with non-negative entries and such that $`\{x_j\}_1^k=(SI_m)\{y_j\}_1^n`$ and

$$\underset{j=1}{\overset{n}{}}s_{ij}=1,i\{1,..,k\}\text{ and }\underset{i=1}{\overset{k}{}}s_{ij}=\frac{k}{n},j\{1,\mathrm{},n\}.$$
(4.7)
Then the inequality

$$\frac{1}{k}\underset{j=1}{\overset{k}{}}f(x_j)\frac{1}{n}\underset{j=1}{\overset{n}{}}f(y_j)$$
(4.8)
holds true for any function $`fCV(^m).`$

###### Proof.

One obtains the proof by combining the Jensen inequality with relations (4.7). ∎

The following result contains in particular a positive solution to the conjecture of de Bruijn and Springer .

###### Theorem 4.6.

The following inequality holds true for any convex function $`f:`$ and any $`k,1kn:`$

$$\frac{1}{\left(\genfrac{}{}{0pt}{}{n1}{k}\right)}\underset{1i_i<\mathrm{}<i_kn1}{}f\left(\underset{j=1}{\overset{k}{}}(\mu _{i_j}\alpha )\right)\frac{1}{\left(\genfrac{}{}{0pt}{}{n}{k}\right)}\underset{1i_1<\mathrm{}<i_kn}{}f\left(\underset{j=1}{\overset{k}{}}(\lambda _{i_j}\alpha )\right).$$
(4.9)
###### Proof.

The inequality immediately follows by combining Theorem 4.3 with Lemma 4.5. ∎

###### Remark 4.1.

In the case $`k=1`$ inequality (4.9) coincides with inequality (4.6), that is with the de Bruijn–Springer conjecture .

###### Remark 4.2.

Acording to the result of Sherman , the existence of a $`k\times n`$ matrix $`S,`$ satisfying the hypothesis of Lemma 4.5 is actually equivalent to the validity of inequality (4.8) for each function $`fCV(^m).`$

4.3. The Schoenberg conjecture.

Now we are ready to prove the famous Schoenberg conjecture ,.

We will need two Lemmas. The first one is known , but we present it with a proof for the reader’s convenience.

###### Lemma 4.7.

Any matrix $`A=(a_{ij})_{i,j=1}^nM_n()`$ with spectrum $`\sigma (A)=\{\lambda _j\}_1^n`$ satisfies the inequality

$$\underset{j=1}{\overset{n}{}}|\lambda _j|^2A_2^2=\underset{i,j=1}{\overset{n}{}}|a_{ij}|^2$$
(4.10)
and the equality holds if and only if $`A`$ is normal.

###### Proof.

The inequality (4.10) is known. It is clear that the equality holds true for a normal matrix.

Conversely, let $`A`$ satisfy the equality. By the Schur theorem $`A`$ is unitary equivalent to an upper triangular matrix with $`\lambda _j`$-s on the diagonal. Since $`A_2`$ is unitary invariant, this matrix will be diagonal, that is $`A`$ is normal. ∎

###### Lemma 4.8.

Let $`\epsilon =e^{2\pi i/n}`$ and $`U=n^{1/2}(\epsilon ^{k(j1)})_{k,j=1}^n.`$ Let also $`_{j=1}^n\lambda _j=0.`$ Define

$$r(z):=\underset{j=1}{\overset{n}{}}\lambda _jz^{j1}$$

and

$$A:=U\mathrm{diag}(\lambda _j)_{j=1}^nU^{}=\frac{1}{n}(r(\epsilon ^{kj}))_{k,j=1}^n=:(a_{ij})_{i,j=1}^n.$$

Then $`A`$ is a normal matrix with spectrum $`\sigma (A)=\{\lambda _j\}_1^n`$ and $`\sigma (A_{n1})=\{\mu _j\}_1^{n1}.`$ Moreover the following identity holds true

$$nA_{n1}_2^2=(n2)A_2^2.$$

###### Proof.

The first statement follows from Corollary 3.2, since the last row of $`U`$ consists of $`\frac{1}{\sqrt{n}}.`$ It remains to prove the last identity.

It is easy to see that $`a_{jj}=0`$ and $`a_{nj}=a_{nk,jk}`$ for $`k<j`$ and $`a_{nj}=a_{kj,k}`$ for $`k>j.`$ Threfore the required identity takes the form

$$\underset{j=1}{\overset{n}{}}|\lambda _j|^2=n\underset{j=1}{\overset{n1}{}}|a_{nj}|^2.$$

But

$$n\underset{j=1}{\overset{n1}{}}|a_{nj}|^2=\frac{(n1)}{n}\underset{j=1}{\overset{n}{}}|\lambda _j|^2+\frac{1}{n}2\underset{i<j}{}\mathrm{}\left(\lambda _i\overline{\lambda _j}c_{ij}\right)$$

where

$$c_{ij}=\underset{k=1}{\overset{n1}{}}\epsilon ^{(ij)(nk)}=1$$

for all $`1ijn.`$ But we have

$$\left|\underset{j=1}{\overset{n}{}}\lambda _j\right|^2=02\underset{i<j}{}\mathrm{}(\lambda _i\overline{\lambda _j})=\underset{j=1}{\overset{n}{}}|\lambda _j|^2.$$

This completes the proof. ∎

The next lemma is due to Fan Ky and Pall .

###### Lemma 4.9.

Let $`A`$ be a normal matrix such that its submatrix $`A_{n1}`$ is also normal and $`AA_{n1}a_{nn}.`$ Then all the eigenvalues of $`A`$ lie on the same line.

The following result has been conjectured by Schoenberg  (see also ).

###### Theorem 4.10.

Let $`_{j=1}^n\lambda _j=0.`$ Then

$$n\underset{j=1}{\overset{n1}{}}|\mu _j|^2(n2)\underset{j=1}{\overset{n}{}}|\lambda _j|^2$$

and the equality holds if and only if all the numbers $`\lambda _j`$ lie on the same line.

###### Proof.

Combining Lemma 4.7 with Lemma 4.8, we get

$$n\underset{j=1}{\overset{n1}{}}|\mu _j|^2nA_{n1}_2^2=(n2)A_2^2=(n2)\underset{j=1}{\overset{n}{}}|\lambda _j|^2.$$
(4.11)
Moreover, by Lemma 4.7 identity (4.11) holds if and only if $`A_{n1}`$ is normal. On the other hand, by Lemma 4.9 this is possible if and only if all $`\lambda _j`$-s lie on the same line. ∎

4.4. The Mason-Shapiro Polynomials. In  Gisli Masson and Boris Shapiro initiated study of a class of differential operators $`T_Q`$ defined as follows: let $`Q`$ be a degree $`k`$ monic poplynomial. Then $`T_Q`$ is defined via

$$T_Q:f(Qf)^{(k)}.$$

They have shown that for each $`m`$ there exists a unique polynomial eigenfunction $`p_m`$ of $`T_Q`$ of degree $`m.`$ Moreover,

$$T_Qp_m=\lambda _{m,k}p_m$$
(4.12)
and $`\lambda _{m,k}`$ depends only on $`k,m,`$ namely

$$\lambda _{m,k}=(m+1)(m+2)\mathrm{}(m+k).$$

One of the results of  is the following interesting analog of the Gauss-Lucas Theorem:

###### Theorem 4.11.

The zeros of $`p_m`$ are contained in the convex hull of the set of zeros of $`Q`$ for each $`m.`$

The authors have also made a number of beauteful conjectures about the asymptotic distribution of the zeros of $`p_m`$-s, recently proved in .

We strengthen Theorem 4.11 in the following way:

###### Theorem 4.12.

Let $`\{z_j\}_{j=1}^k`$ be the zeros of $`Q`$ and $`\{w_j\}_1^m`$ the zeros of $`p_m.`$ Then

(i) there exists an $`m\times k`$ matrix $`S`$ with $`_{j=1}^ks_{ij}=1`$ for all $`i\{1,\mathrm{},m\}`$ and $`_{i=1}^ms_{ij}=m/k`$ for all $`j\{1,\mathrm{},k\}`$ and such that

$$\{w_j\}_1^m=S\{z_j\}_1^k;$$
(4.13)
(ii) for any convex function $`f::`$

$$\frac{_{j=1}^mf(w_j)}{m}\frac{_{j=1}^kf(z_j)}{k}.$$
(4.14)
###### Proof.

Applying Theorem 4.3 $`k`$ times to the polynomial $`Qp_m`$ and its consequentive derivatives we arrive at the representation

$$\{w_j\}_1^m=\stackrel{~}{S}(\mathrm{col}(\{w_j\}_1^m,\{z_j\}_1^k))$$
(4.15)
with $`m\times (m+k)`$ matrix $`\stackrel{~}{(}S)=(s_{ij}^{})`$ being a product of the $`k`$ corresponding matrices and satisfying

$$\underset{j=1}{\overset{k}{}}s_{ij}^{}=1,i\{1,\mathrm{},m\}\text{and}\underset{i=1}{\overset{m}{}}s_{ij}^{}=\frac{m}{m+k},j\{1,\mathrm{},m+k\}.$$

Now applying Lemma 4.5 we arive at the inequality

$$\frac{1}{m}\underset{j=1}{\overset{m}{}}f(w_j)\frac{1}{k+m}\left(\underset{j=1}{\overset{k}{}}f(z_j)+\underset{j=1}{\overset{m}{}}f(w_j)\right)$$

which yields (4.14).

It is not diffifult to construct the matrix $`S`$ satisfying (4.13) and the other required properties by resolving the last identity for $`w_j`$-s in (4.15). But its existence is immediately implied by (4.14) due to the result of Sherman  (see Theorem 2.11). ∎

###### Remark 4.3.

In the case of real numbers $`w_j`$ and $`z_j`$ inequality (4.14) has been mentioned (without proof) by Harold Shapiro .

Final remarks. 1) Let $`AM_n()`$ be a normal matrix, $`e^n`$ a vector and $`P`$ the orthoprojection onto the orthogonal complement of $`e.`$ It is not difficult to construct examples of a nondiagonalizable $`A_e:=PAP^n.`$ It would be interesting to investigate the Jordan structure and other similarity (or unitary) invariants of the operator $`A_e.`$

2) We do not know whether the relations (3.9) are also sufficient.

3) The most famous unsolved conjectures connected with the Gauss-Lucas Theorem are the conjectures of Sendov and Smale (see  for a survey on this topic).

4) the relative location of the zeros of $`p(z),p^{}(z)`$ and $`p^{\prime \prime }(z)`$ may be very nontrivial even in the case of real roots .

5) Some very interesting relations between the zeros of polynomials, their derivatives and majorization are studied in a recent paper  by J. Borcea and B. Shapiro. They formulate many interesting open problems.