Index of a matrix, complex logarithms, and multidimensional Fresnel integrals

Abstract

Abstract We critically discuss the problem of finding the λ-index N ( λ ) ∈ [ 0 , 1 , … , N ] of a real symmetric matrix M , defined as the number of eigenvalues smaller than λ, using the entries of M as only input. We show that a widely used formula N ( λ ) = lim ε → 0 + 1 2 π i log d e t ( M − λ + i ε ) − log d e t ( M − λ − i ε ) based on the branch-cut structure of the complex logarithm should be handled with care, as it generically fails to produce the correct result if the same branch is chosen for the two logarithms. We improve the formula using multidimensional Fresnel integrals, showing that even the new version provides at most a self-consistency equation for N ( λ ) , whose solution is not guaranteed to be unique. Our results are corroborated by explicit examples and numerical evaluations.