Eigenvalues and Eigenvectors



Localization of Eigenvalues

Localization of Eigenvalues

The estimates of the locations of the eigenvalues follows from Gerschgorin's theorem:

Given an n × n matrix A the eigenvalues of A lie in the union of the disks in the Complex plane:

| z - aii | ≤ ri, where ri = | ai,1 | + ··· + | ai,n | - | ai,i |
and similarly

Given an n × n matrix A the eigenvalues of A lie in the union of the disks in the Complex plane:

| z - aii | ≤ ri, where ri = | a1,i | + ··· + | an,i | - | ai,i |

In the event that the matrix A is symmetric, the eigenvalues of A are real and Gerschgorin's theorem becomes:

Given an n × n symmetric matrix A the eigenvalues of A lie in the union of the closed intervals on the Real line:
aii - rixaii + ri, where ri = | ai,1 | + ··· + | ai,n | - | ai,i |
and

Given an n × n symmetric matrix A the eigenvalues of A lie in the union of the closed intervals on the Real line:

aii - rixaii + ri, where ri = | a1,i | + ··· + | an,i | - | ai,i |

Function List

  • void Gerschgorin( double *A, int n, double row_radii[ ], double col_radii[ ] )

    Given the n×n matrix A, the routine Gerschgorin calculates both the row radii, row_radii, and column radii, col_radii, such that in the Complex plane an eigenvalue µ is contained in the union of the disks | µ - A[i][i] | ≤ row_radii[i] for i = 0, 1, …, n-1 or in the union of the disks | µ - A[i][i] | ≤ col_radii[i] for i = 0, 1, …, n-1. The arrays row_radii and col_radii should be dimensioned at least n in the calling routine. The matrix A is preserved.

  • void Gerschgorin_Symmetric( double *A, int n, double lower_bound[ ], double upper_bound[ ], int sort )

    For a symmetric square matrix the eigenvalues are Real. Given the n × n symmetric matrix A, the routine Gerschgorin_Symmetric calculates the lower bounds, lower_bound[] and the upper bounds, upper_bound[] such that on the Real line an eigenvalue µ is contained in the union of the intervals
    lower_bound[i] ≤ µ ≤ upper_bound[i] for i = 0, 1, …, n-1.
    The argument sort specifies the order of lower and upper bounds which are returned. If sort = 0, then the order returned is the same as the order found. If sort < 0, then the order returned is upper bound decreasing order and if sort > 0, then the order returned is lower bound increasing order. The arrays lower_bound and upper_bound should be dimensioned at least n in the calling routine. The matrix A is preserved.

  • void Gerschgorin_Symmetric_lt( double *A, int n, double lower_bound[ ], double upper_bound[ ], int sort )

    This routine differs from Gerschgorin_Symmetric only in the storage for the matrix A. This routine assumes that A is a symmetric matrix stored in lower triangular form. The arrays lower_bound and upper_bound should be dimensioned at least n in the calling routine. The matrix A is preserved.

  • void Gerschgorin_Symmetric_ut( double *A, int n, double lower_bound[ ], double upper_bound[ ], int sort )

    This routine differs from Gerschgorin_Symmetric only in the storage for the matrix A. This routine assumes that A is a symmetric matrix stored in upper triangular form. The arrays lower_bound and upper_bound should be dimensioned at least n in the calling routine. The matrix A is preserved.
     

C Source Code