Inclusion regions for matrix eigenvalues
The authors derive inclusion regions that contain at least \(j\) eigenvalues of a complex matrix \(A\). When \(A\) is Hermitian, these reduce to the regions discussed by \textit{N. Lehmann} [Zur Verwendung optimaler Eigenwerteingrenzungen bei der Lösung symmetrischer Matrixenaufgaben, Numer. Math. 8, 42--55 (1966; Zbl 0143.37505) and Berechnung von Eigenwertschrauben bei linearen Problemen, Arch. Math. 2, 139--147 (1949)]. Let \(A\) be \(n\times n\), let \(S\) be an \(n\times m\) matrix with orthonormal columns, let \(\tau_1\leq\tau_2\leq\cdots\leq \tau_m\) be the singular values of \((A-\rho I)S\), and let \(\rho\) be a complex number. If \(A\) is diagonalizable and \(A= X\Delta X^{-1}\) is an eigenvalue decomposition, then for each \(j\), \(1\leq j\leq m\), at least \(j\) eigenvalues of \(A\) lie in the disk \(\{z:| z-\rho|\leq \text{cond}(X)\tau_{-j}\}\). If \(A\) is not normal, at least \(j\) eigenvalues of \(A\) lie in the disk \(\{z:| z-\rho|\leq \tau_{-j}+\delta(A)\}\). Here \(\text{cond}(X)= \| X\|\,\| X^{-1}\|\) where \(\| X\|\) denotes the 2-norm, and \(\delta(A)\) denotes the departure from normality of \(A\). Examples show these disks are optimal for normal matrices, but if \(A\) is normal and the range of \(S\) is far from an invariant subspace of \(A\), or if \(A\) is not normal, these inclusion regions can be arbitrarily pessimistic. The authors also derive inclusion regions that are exteriors of disks and annular exclusion regions, when \(S\) has orthonormal columns. When those columns are not orthonormal, they derive inclusion regions involving generalized singular values of matrix pairs.
- Bounds for iterates, inverses, spectral variation and fields of values of non-normal matrices
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- Harmonic Ritz and Lehmann bounds
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- Matrix Analysis
- Zur Verwendung optimaler Eigenwerteingrenzungen bei der Lösung symmetrischer Matrizenaufgaben
- Circular discs containing eigenvalues of normal matrices
- Inclusion regions and bounds for the eigenvalues of matrices with a known eigenpair
- Fields of values and inclusion regions for matrix pencils
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- Robust pole assignment for ordinary and descriptor systems via the Schur form
- A class of new inclusion regions for eigenvalues of matrices
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- Regions in the Complex Plane Containing the Eigenvalues of a Matrix
- Inclusion region of the inhomogeneous eigenvalues of matrix
- Exclusion and Inclusion Intervals for the Real Eigenvalues of Positive Matrices
- Pole assignment via the Schur form
- Eigenvalue inclusion regions from inverses of shifted matrices
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