Inclusion sets for the singular values of a square matrix
Zapiski Nauchnykh Seminarov POMI, Computational methods and algorithms. Part XXI, Tome 359 (2008), pp. 52-77 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice du chapitre de livre

The paper presents a general approach to deriving various inclusion sets for the singular values of a matrix $A=(a_{ij})\in\mathbb C^{n\times n}$. The key to the approach is the following result: If $\sigma$ is a singular value of $A$, then a certain matrix $C(\sigma,A)$ of order $2n$, whose diagonal entries are $\sigma^2-|a_{ii}|^2$, $i=1,\dots,n$, is singular. Based on this result, we use known diagonal-dominance type nonsingularity conditions to obtain inclusion sets for the singular values of $A$. Scaled versions of the inclusion sets, allowing one, in particular, to obtain Ky Fan type results for the singular values, are derived by passing to the conjugated matrix $D^{-1}C(\sigma,A)D$, where $D$ is a positive-definite diagonal matrix. Bibl. – 16 titles.
@article{ZNSL_2008_359_a6,
     author = {L. Yu. Kolotilina},
     title = {Inclusion sets for the singular values of a~square matrix},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {52--77},
     year = {2008},
     volume = {359},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2008_359_a6/}
}
TY  - JOUR
AU  - L. Yu. Kolotilina
TI  - Inclusion sets for the singular values of a square matrix
JO  - Zapiski Nauchnykh Seminarov POMI
PY  - 2008
SP  - 52
EP  - 77
VL  - 359
UR  - http://geodesic.mathdoc.fr/item/ZNSL_2008_359_a6/
LA  - ru
ID  - ZNSL_2008_359_a6
ER  - 
%0 Journal Article
%A L. Yu. Kolotilina
%T Inclusion sets for the singular values of a square matrix
%J Zapiski Nauchnykh Seminarov POMI
%D 2008
%P 52-77
%V 359
%U http://geodesic.mathdoc.fr/item/ZNSL_2008_359_a6/
%G ru
%F ZNSL_2008_359_a6
L. Yu. Kolotilina. Inclusion sets for the singular values of a square matrix. Zapiski Nauchnykh Seminarov POMI, Computational methods and algorithms. Part XXI, Tome 359 (2008), pp. 52-77. http://geodesic.mathdoc.fr/item/ZNSL_2008_359_a6/

[1] L. Yu. Kolotilina, “Problema vyrozhdennosti/nevyrozhdennosti dlya matrits, udovletvoryayuschikh usloviyam diagonalnogo preobladaniya, formuliruemym v terminakh orientirovannykh grafov”, Zap. nauchn. semin. POMI, 309, POMI, SPb., 2004, 40–83 | MR | Zbl

[2] L. Yu. Kolotilina, “Otsenki singulyarnykh znachenii, uchityvayuschie strukturu razrezhennosti matritsy”, Zap. nauchn. semin. POMI, 323, POMI, SPb., 2005, 57–68 | MR | Zbl

[3] L. Yu. Kolotilina, “Psevdoblochnye usloviya diagonalnogo preobladaniya”, Zap. nauchn. semin. POMI, 323, POMI, SPb., 2005, 94–131 | MR | Zbl

[4] Y. M. Gao, X. H. Wang, “Criteria for generalized diagonally dominant and $M$-matrices”, Linear Algebra Appl., 169 (1992), 257–268 | DOI | MR | Zbl

[5] R. A. Horn, C. R. Johnson, Topics in Matrix Analysis, Cambridge Univ. Press, Cambridge, 1991 | MR | Zbl

[6] C. R. Johnson, “A Gersgorin-type lower bound for the smallest singular value”, Linear Algebra Appl., 112 (1989), 1–7 | DOI | MR | Zbl

[7] C. R. Johnson, T. Szulc, “Further lower bounds for the smallest singular value”, Linear Algebra Appl., 272 (1998), 169–179 | DOI | MR | Zbl

[8] H.-B. Li, T.-Z. Huang, H. Li, “Inclusion sets for singular values”, Linear Algebra Appl., 428 (2008), 2220–2235 | DOI | MR | Zbl

[9] H.-B. Li, T.-Z. Huang, H. Li, S.-Q. Shen, “Optimal Gerschgorin-type inclusion intervals of singular values”, Numer. Linear Algebra Appl., 14 (2007), 115–128 | DOI | MR | Zbl

[10] J. S. Li, K. Yang, Q.-X. Wang, “Digraphs and inclusion intervals of Brualdi-type for singular values”, Acta Math. Appl. Sin., 18 (2002), 471–476 | DOI | MR | Zbl

[11] L. Li, “The undirected graph and estimates of matrix singular values”, Linear Algebra Appl., 285 (1998), 181–188 | DOI | MR | Zbl

[12] L. L. Li, “Estimation for matrix singular values”, Comput. Math. Appl., 37 (1999), 9–15 | MR

[13] W. Li, Q. Chang, “Inclusion intervals of singular values and applications”, Comput. Math. Appl., 45 (2003), 1637–1646 | DOI | MR | Zbl

[14] A. M. Ostrowski, “Über die Determinanten mit überwiegender Hauptdiagonale”, Comment. Math. Helv., 10 (1937), 69–96 | DOI | MR | Zbl

[15] L. Qi, “Some simple estimates for singular values of a matrix”, Linear Algebra Appl., 56 (1984), 105–119 | DOI | MR | Zbl

[16] R. S. Varga, Geršgorin and His Circles, Springer Series Comput. Math., 36, Springer, Berlin, 2004 | MR