An improvement of Ky Fan theorem for matrix eigenvalues (Q2485509)

The matrix eigenvalue inclusion results of this paper build on Gershgorin's circle theorem, \textit{A. Brauer's} ovals of Cassini [Duke Math. J. 14, 21--26 (1947; Zbl 0029.33701)], both useful for general matrices at \(O(n)\) cost; and on \textit{R. A. Brualdi's} Theorem [Linear Multilinear Algebra 11, 143--165 (1982; Zbl 0484.15007)] for weakly irreducible matrices, as well as on \textit{K. Fan's} Theorem [Duke Math. J. 25, 441--445 (1958; Zbl 0081.25202)] which uses the spectral radius of a nonnegative weakly irreducible majorizing matrix and its Perron vector at \(O(n^3)\) cost. The paper finds better inclusion regions by combining these fundamental results in a new way and by finding better and more complicated expressions in the upper bounds. Simple numerical tests for a few 2 by 2 to 4 by 4 matrices show improvement upon the above classical inclusion regions. However, all of the modern inclusion regions that rely on an eigenvalue of an auxiliary matrix have theoretical applications only, since to obtain these regions for a given matrix is as expensive as finding the eigenvalues of the given matrix in the same \(O(n^3)\) eigenvalue computation time.