H-matrix theory vs. eigenvalue localization

Numerical Algorithms - Tập 42 - Trang 229-245 - 2006
Ljiljana Cvetković1
1Department of Mathematics and Informatics, Faculty of Science, University of Novi Sad, Novi Sad, Serbia and Montenegro

Tóm tắt

The eigenvalue localization problem is very closely related to the $H$ -matrix theory. The most elegant example of this relation is the equivalence between the Geršgorin theorem and the theorem about nonsingularity of SDD (strictly diagonally dominant) matrices, which is a starting point for further beautiful results in the book of Varga [19]. Furthermore, the corresponding Geršgorin-type theorem is equivalent to the statement that each matrix from a particular subclass of $H$ -matrices is nonsingular. Finally, the statement that all eigenvalues of a given matrix belong to minimal Geršgorin set (defined in [19]) is equivalent to the statement that every $H$ -matrix is nonsingular. Since minimal Geršgorin set remained unattainable, a lot of different Geršgorin-type areas for eigenvalues has been developed recently. Along with them, a lot of new subclasses of $H$ -matrices were obtained. A survey of recent results in both areas, as well as their relationships, will be presented in this paper.

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