Algorithms for computing the optimal Gersgorin-type localizations

Author:

Milicevic S.1,Kostic V.R.2

Affiliation:

1. Department for Applied fundamental disciplines, Faculty of Technical Sciences, University of Novi Sad, Novi Sad, Serbia

2. Istituto Italiano di Tecnologia, Genova, Italy + Department of Mathematics and Informatics, Faculty of Science, University of Novi Sad, Novi Sad, Serbia

Abstract

In this paper we provide novel algorithms for computing the minimal Gersgorin set for the localizations of eigenvalues. Two strategies for curve tracing are considered: predictor-corrector and triangular grid approximation. We combine these two strategies with two characterizations (explicit and implicit) of the Minimal Gersgorin set to obtain four new numerical algorithms. We show that these algorithms significantly decrease computational complexity, especially for matrices of large size, and compare them on matrices that arise in practically important eigenvalue problems.

Publisher

National Library of Serbia

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5. M. A. Freitag and A. Spence, A Newton-based method for the calculation of the distance to instability, Linear Algebra Appl., 435(12):3189-3205, 2011.

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