Computable eigenvalue bounds for rank-k perturbations

DOI10.1016/J.LAA.2010.02.010MaRDI QIDQ968983zbMATH OpenOpenAlexFDO

Authors Ricardo Reis da Silva, J. H. Brandts

Publication date 11 May 2010

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

Full work available at URL https://doi.org/10.1016/j.laa.2010.02.010

zbMATH Keywords

arrowhead matrixbordered diagonaleigenvalue boundsHermitian matriceslow rank Hermitian perturbationssingular values

Mathematics Subject Classification ID

Inequalities involving eigenvalues and eigenvectors (15A42) Hermitian, skew-Hermitian, and related matrices (15B57) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Review text

The authors investigate lower bounds for the eigenvalues of low rank Hermitian perturbations of Hermitian matrices and for the singular values of low rank perturbations of general matrices. They show that, for the smallest eigenvalue, some earlier results of Weyl and of \textit{I. C. F. Ipsen} and \textit{B. Nadler} [SIAM J. Matrix Anal. Appl. 31, 40--53 (2009; Zbl 1189.15022)] are the first two of a sequence of increasingly tight bounds. Generally the \(q\)th element of the sequence is an eigenvalue of a \(q\times q\) matrix.

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Cites work

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Cited in

(12)

• Expanders that beat the eigenvalue bound: Explicit construction and applications
• Circulant preconditioners for functions of Hermitian Toeplitz matrices
• An efficient method for computing the inverse of arrowhead matrices
• A note on bounds to the variation of eigenvalues in symmetric matrix perturbation of rank one
• A note on eigenvalues of fixed rank perturbations of diagonal matrices
• The bounds of the smallest and largest eigenvalues for rank-one modification of the Hermitian eigenvalue problem
• Preconditioning and Iterative Solution of All-at-Once Systems for Evolutionary Partial Differential Equations
• A Preconditioned MINRES Method for Optimal Control of Wave Equations and its Asymptotic Spectral Distribution Theory
• A block Toeplitz preconditioner for all-at-once systems from linear wave equations
• A sine transform based preconditioned MINRES method for all-at-once systems from constant and variable-coefficient evolutionary PDEs
• Block \(\omega\)-circulant preconditioners for parabolic optimal control problems
• Block -circulant preconditioners for parabolic equations

Describes a project that uses

Uses Software

• IPSEN

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