Localization of the eigenvalues of a pencil of positive definite matrices
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 48 (2008) no. 11, pp. 1923-1931
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Let $A$ and $B$ be real square positive definite matrices close to each other. A domain $S$ on the complex plane that contains all the eigenvalues $\lambda$ of the problem $Az=\lambda Bz$ is constructed analytically. The boundary $\partial S$ of $S$ is a curve known as the limacon of Pascal. Using the standard conformal mapping of the exterior of this curve (or of the exterior of an enveloping circular lune) onto the exterior of the unit disc, new analytical bounds are obtained for the convergence rate of the minimal residual method (GMRES) as applied to solving the linear system $Ax=b$ with the preconditioner $B$.
@article{ZVMMF_2008_48_11_a0,
author = {I. E. Kaporin},
title = {Localization of the eigenvalues of a~pencil of positive definite matrices},
journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
pages = {1923--1931},
publisher = {mathdoc},
volume = {48},
number = {11},
year = {2008},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZVMMF_2008_48_11_a0/}
}
TY - JOUR AU - I. E. Kaporin TI - Localization of the eigenvalues of a pencil of positive definite matrices JO - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki PY - 2008 SP - 1923 EP - 1931 VL - 48 IS - 11 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZVMMF_2008_48_11_a0/ LA - ru ID - ZVMMF_2008_48_11_a0 ER -
%0 Journal Article %A I. E. Kaporin %T Localization of the eigenvalues of a pencil of positive definite matrices %J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki %D 2008 %P 1923-1931 %V 48 %N 11 %I mathdoc %U http://geodesic.mathdoc.fr/item/ZVMMF_2008_48_11_a0/ %G ru %F ZVMMF_2008_48_11_a0
I. E. Kaporin. Localization of the eigenvalues of a pencil of positive definite matrices. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 48 (2008) no. 11, pp. 1923-1931. http://geodesic.mathdoc.fr/item/ZVMMF_2008_48_11_a0/