An eigenvalue localization theorem for stochastic matrices and its application to Randić matrices

DOI10.1016/J.LAA.2016.04.023MaRDI QIDQ290654zbMATH OpenOpenAlexFDO

Authors Anirban Banerjee, Ranjit Mehatari

Publication date 3 June 2016

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1601.07736

zbMATH Keywords

stochastic matrixeigenvalue localizationnormalized LaplacianRandić matrix

Mathematics Subject Classification ID

Graphs and linear algebra (matrices, eigenvalues, etc.) (05C50) Inequalities involving eigenvalues and eigenvectors (15A42) Stochastic matrices (15B51)

Abstract: A square matrix is called stochastic (or row-stochastic) if it is non-negative and has each row sum equal to unity. Here, we constitute an eigenvalue localization theorem for a stochastic matrix, by using its principal submatrices. As an application, we provide a suitable bound for the eigenvalues, other than unity, of the Randi'c matrix of a connected graph.

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Cited in

(14)

• Geršgorin-type and Brauer-type eigenvalue localization sets of stochastic matrices
• On the location of eigenvalues of real constant row-sum matrices
• The case of equality in the Dobrushin-Deutsch-Zenger bound
• Estimates for eigenvalues of stochastic matrices
• A note on eventually \(SDD\) matrices and eigenvalue localization
• A modification of eigenvalue localization for stochastic matrices
• A Geršgorin-type eigenvalue localization set with n parameters for stochastic matrices
• The estimation for the eigenvalues of stochastic matrices
• On the normalized spectrum of threshold graphs
• A Local Limit Theorem and Delocalization of Eigenvectors for Polynomials in Two Matrices
• On equitable partition of matrices and its applications
• scientific article; zbMATH DE number 2187915 (Why is no real title available?)
• On bounding the eigenvalues of matrices with constant row-sums
• Eigenvalue bounds for some classes of matrices associated with graphs

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