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Bounds for sine and cosine via eigenvalue estimation

Pentti Haukkanen;  Mika Mattila;  Jorma K. Merikoski;  Alexander Kovacec — 2014

Special Matrices

Define n × n tridiagonal matrices T and S as follows: All entries of the main diagonal of T are zero and those of the first super- and subdiagonal are one. The entries of the main diagonal of S are two except the (n, n) entry one, and those of the first super- and subdiagonal are minus one. Then, denoting by λ(·) the largest eigenvalue, [...] Using certain lower bounds for the largest eigenvalue, we provide lower bounds for these expressions and, further, lower bounds for sin x and cos x on certain...

The 123 theorem of Probability Theory and Copositive Matrices

Alexander Kovačec;  Miguel M. R. Moreira;  David P. Martins — 2014

Special Matrices

Alon and Yuster give for independent identically distributed real or vector valued random variables X, Y combinatorially proved estimates of the form Prob(∥X − Y∥ ≤ b) ≤ c Prob(∥X − Y∥ ≤ a). We derive these using copositive matrices instead. By the same method we also give estimates for the real valued case, involving X + Y and X − Y, due to Siegmund-Schultze and von Weizsäcker as generalized by Dong, Li and Li. Furthermore, we formulate a version of the above inequalities as an integral inequality...

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