Localization of generalized eigenvalues by Cartesian ovals

被引:4
作者
Kostic, V. [1 ]
Varga, R. S. [2 ]
Cvetkovic, L. [1 ]
机构
[1] Univ Novi Sad, Fac Sci, Dept Math & Informat, Novi Sad 21000, Serbia
[2] Kent State Univ, Dept Math Sci, Cleveland, OH USA
关键词
GerUgorin sets; generalized eigenvalues; H-matrices;
D O I
10.1002/nla.801
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we consider the localization of generalized eigenvalues, and we discuss ways in which the Gersgorin set for generalized eigenvalues can be approximated. Earlier, Stewart proposed an approximation using a chordal metric. We will obtain here an improved approximation, and using the concept of generalized diagonal dominance, we prove that the new approximation has some of the basic properties of the original Gersgorin set, which makes it a handy tool for generalized eigenvalue localization. In addition, an isolation property is proved for both the generalized Gersgorin set and its approximation. Copyright (c) 2011 John Wiley & Sons, Ltd.
引用
收藏
页码:728 / 741
页数:14
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