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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...

Convergence acceleration of shifted L R transformations for totally nonnegative Hessenberg matrices

Akiko FukudaYusaku YamamotoMasashi IwasakiEmiko IshiwataYoshimasa Nakamura — 2020

Applications of Mathematics

We design shifted L R transformations based on the integrable discrete hungry Toda equation to compute eigenvalues of totally nonnegative matrices of the banded Hessenberg form. The shifted L R transformation can be regarded as an extension of the extension employed in the well-known dqds algorithm for the symmetric tridiagonal eigenvalue problem. In this paper, we propose a new and effective shift strategy for the sequence of shifted L R transformations by considering the concept of the Newton shift....

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