Assume that a square, symmetric matrix $A$ can be factored into $A=LDL^T$ where $L$ is unit lower triangular and $D$ is diagonal. For indefinite $A$, $D$ may have $2x2$ blocks on the diagonal. How much information about the spectrum of $A$ can we obtain from $D$?


For example, it is known by Sylvester's law of matrix inertia that the inertia of $D$ is the same as that of $A$ (they have the same number of positive and negative eigenvalues). This is interesting, but I am wondering what other information is hidden in $D$.



Spectral properties of the LDL^T matrix factorization
Well, for the closely related Cholesky factorization, there is the following:


Fast Accurate Eigenvalue Computations Using the Cholesky Factorization (1997) (by Roy Matthias), which says that the eigenvalues are very close to the squares of the diagonal elements of the Cholesky factor. (the paper is available on CiteSeer).


