Gerschgorin's theorem for generalized eigenvalue problems in the Euclidean metric

Details Gerschgorin's theorem for generalized eigenvalue problems in the Euclidean metric Gerschgorin's theorem for generalized eigenvalue problems in the Euclidean metric

2010-08-06

arxiv.org/abs/1008.1202v1

Mathematics

Numerical Analysis

Scientific paper

We present Gerschgorin-type eigenvalue inclusion sets applicable to
generalized eigenvalue problems.Our sets are defined by circles in the complex
plane in the standard Euclidean metric, and are easier to compute than known
similar results.As one application we use our results to provide a forward
error analysis for a computed eigenvalue of a diagonalizable pencil.

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