Bounds  on the extreme generalized eigenvalues of Hermitian pencils
By: by Monique P. Fargues
Contributors: Naval Postgraduate School (U.S.). Dept. of Electrical and Computer Engineering
Publisher: Naval Postgraduate School; Available from National Technical Information Service
Published: 1990
Place of publication: Monterey, Calif; Springfield, Va
Language: eng
Number of pages: 21
Subjects: Eigenvalues
Other titles: NPS-62-90-016.
Description: We present easily computable bounds on the extreme generalized eigenvalues of Hermitian      pencils (R,B) with finite eigenvalues and positive definite B matrices. The bounds are derived      in terms of the generalized eigenvalues of the subpencil of maximum dimension contained in      (R,B). Known results based on the generalization of the Gershgorin theorem and norm      inequalities are presented and compared to the proposed bounds. It is shown that the new      bounds compare favorably with these known results; they are easier to compute, require less      restrictions on the properties of the pencils studied, and they are in an average sense tighter      than those obtained with the norm inequality bounds.
Notes: Title from cover.

"NPS-62-90-016."

"December 1990."

AD A233 517.

Includes bibliographical references (p. 14).

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