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On the optimality and sharpness of Laguerre's lower bound on the smallest eigenvalue of a symmetric positive definite matrix

Yusaku Yamamoto (2017)

Applications of Mathematics

Lower bounds on the smallest eigenvalue of a symmetric positive definite matrix A m × m play an important role in condition number estimation and in iterative methods for singular value computation. In particular, the bounds based on Tr ( A - 1 ) and Tr ( A - 2 ) have attracted attention recently, because they can be computed in O ( m ) operations when A is tridiagonal. In this paper, we focus on these bounds and investigate their properties in detail. First, we consider the problem of finding the optimal bound that can be computed...

On the orbit of the centralizer of a matrix

Ching-I Hsin (2002)

Colloquium Mathematicae

Let A be a complex n × n matrix. Let A' be its commutant in Mₙ(ℂ), and C(A) be its centralizer in GL(n,ℂ). Consider the standard C(A)-action on ℂⁿ. We describe the C(A)-orbits via invariant subspaces of A'. For example, we count the number of C(A)-orbits as well as that of invariant subspaces of A'.

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