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Best pseudo-isolated Gerschgorin disks for Eigenvalues
Authors:RL Johnston  DD Olesky
Institution:Department of Computer Science University of Toronto Toronto, Ontario, Canada;Department of Mathematics University of Victoria Victoria, B.C., Canada
Abstract:Let A be an arbitrary n×n matrix, partitioned so that if A=Aij], then all submatrices Aii are square. If x is a positive vector, it is well-known that G(x) =∪Ni=1Gi(x), where
Gi(x) = z6(zI ? Aii)?16?1 ? 1xij = 1j ≠ iN`6Aij6xj
, contains all the eigenvalues of A. The purpose of this paper is to give a new definition of the concept of an isolated subregion of G(x). An algorithm is given for obtaining the best such isolated subregion in a certain sense, and examples are given to show that tighter bounds for some eigenvalues of A may be obtained than with previous algorithms. For ease of computation, each subregion Gi(x) is replaced by the union of circular disks centered at the eigenvalues of Aii.
Keywords:
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