An improvement on a new upper bound for moduli of eigenvalues of iterative matrices (Q2489453)

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An improvement on a new upper bound for moduli of eigenvalues of iterative matrices
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    An improvement on a new upper bound for moduli of eigenvalues of iterative matrices (English)
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    28 April 2006
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    If \(M=(m_{ij})\) is a \(n\times n\) doubly diagonally dominant matrix, that is, \(| m_{ii}| | m_{jj}| >R_i(M)R_j(M)\) for all distinct \(i, j\), where \(R_i(M)=\sum_{j\not=i}| m_{ij}| \), one of the results shows that for any \(n\times n\) matrix \(N=(n_{ij})\), the eigenvalues of \(M^{-1}N\) are bounded by the maximum of \(\frac{B'+\sqrt{B'{^2-4AC'}}}{2A}\) for all distinct \(i, j\), where \(A=| m_{ii}m_{jj}| -R_i(M)R_j(M)\), \(B'=| m_{ii}n_{jj}+n_{ii}m_{jj}| +R_i(M)R_j(N)+R_i(N)R_j(M)\), and \(C'=-[| n_{ii}n_{jj}| +R_i(N)R_j(N)]\). The proof depends on the Geršgorin theorem. Numerical examples are given to show that the new bound improves earlier results of similar type.
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    Iteration matrix
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    eigenvalue
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    spectral radius
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    Geršgorin theorem
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    numerical examples
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