Lower eigenvalue bounds for pencils of matrices (Q1088752): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 03:09, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Lower eigenvalue bounds for pencils of matrices |
scientific article |
Statements
Lower eigenvalue bounds for pencils of matrices (English)
0 references
1987
0 references
Under some simple assumptions the author gives upper and lower bounds for the eigenvalues of the matrix pencil A-\(\nu\) B where A is a Stieltjes matrix (i.e. a positive definite matrix with nonpositive off-diagonal entries) and \(B=A+C=LP^{-1}U\) with U upper triangular, \(L=U^ T\), \(P=diag(U)\) and \(C\neq 0\). While upper bounds of the eigenvalues can be determined by closed formulae, lower bounds must be constructed in terms of some auxiliary pencils whose proper choice substantially influences the degree of accuracy in practical situations. Examples of such constructions are also given. The results are related to convergence properties of the iterative scheme \(Bx_{m+1}=Cx_ m+b\).
0 references
upper and lower bounds
0 references
eigenvalues
0 references
matrix pencil
0 references
Stieltjes matrix
0 references
convergence
0 references