Is Gershgorin bound of roots sharp?bound the distance of two roots of multivariate polynomial systemsIs it possible to find a companion matrix of a polynomial which is also hermitian?Explicit example of Gershgorin circle theorem edge caseMinimize the rank of a matrix with some entries knownConnection between the spectra of a family of matrices and a modelization of particles' scattering?Gershgorin disk boundCondition number for polynomial interpolation matrixDisjointing the Gershgorin DisksA collection of most of the properties about a linear operator and its trace.Gershgorin circle and complex eigenvalues
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Is Gershgorin bound of roots sharp?
bound the distance of two roots of multivariate polynomial systemsIs it possible to find a companion matrix of a polynomial which is also hermitian?Explicit example of Gershgorin circle theorem edge caseMinimize the rank of a matrix with some entries knownConnection between the spectra of a family of matrices and a modelization of particles' scattering?Gershgorin disk boundCondition number for polynomial interpolation matrixDisjointing the Gershgorin DisksA collection of most of the properties about a linear operator and its trace.Gershgorin circle and complex eigenvalues
$begingroup$
Gershgorin circle theorem tells that the eigenvalues of a matrix $A$ lie in the union of the associated Gershgorin circles.
$A=beginpmatrix
0 & 0 & dots & 0 & -a_0 \
1 & 0 & dots & 0 & -a_1 \
0 & 1 & dots & 0 & -a_2 \
vdots & vdots & vdots & vdots & vdots \
0 & 0 & dots & 1 & -a_d-1 \
endpmatrix$
has characteristic polynomial $(-1)^d(X^d+a_d-1X^d-1+ldots+a_0)$.
Thus, the roots of $X^d+a_d-1X^d-1+ldots+a_0$ lie in $displaystylebigcup_i=1^d-2barD(0,1+|a_i|)cupbarD(-a_n-1,1)$, which of course can be rewritten as $displaystylebarD(0,1+max_1leq ileq d-2|a_i|)cupbarD(-a_n-1,1)$
Is this bound sharp ?
linear-algebra polynomials eigenvalues-eigenvectors roots
$endgroup$
add a comment |
$begingroup$
Gershgorin circle theorem tells that the eigenvalues of a matrix $A$ lie in the union of the associated Gershgorin circles.
$A=beginpmatrix
0 & 0 & dots & 0 & -a_0 \
1 & 0 & dots & 0 & -a_1 \
0 & 1 & dots & 0 & -a_2 \
vdots & vdots & vdots & vdots & vdots \
0 & 0 & dots & 1 & -a_d-1 \
endpmatrix$
has characteristic polynomial $(-1)^d(X^d+a_d-1X^d-1+ldots+a_0)$.
Thus, the roots of $X^d+a_d-1X^d-1+ldots+a_0$ lie in $displaystylebigcup_i=1^d-2barD(0,1+|a_i|)cupbarD(-a_n-1,1)$, which of course can be rewritten as $displaystylebarD(0,1+max_1leq ileq d-2|a_i|)cupbarD(-a_n-1,1)$
Is this bound sharp ?
linear-algebra polynomials eigenvalues-eigenvectors roots
$endgroup$
$begingroup$
What is a sharp bound?
$endgroup$
– Git Gud
Apr 5 '15 at 10:08
$begingroup$
I mean,when compared to other bounds, is it sharper ?
$endgroup$
– Gabriel Romon
Apr 5 '15 at 11:55
add a comment |
$begingroup$
Gershgorin circle theorem tells that the eigenvalues of a matrix $A$ lie in the union of the associated Gershgorin circles.
$A=beginpmatrix
0 & 0 & dots & 0 & -a_0 \
1 & 0 & dots & 0 & -a_1 \
0 & 1 & dots & 0 & -a_2 \
vdots & vdots & vdots & vdots & vdots \
0 & 0 & dots & 1 & -a_d-1 \
endpmatrix$
has characteristic polynomial $(-1)^d(X^d+a_d-1X^d-1+ldots+a_0)$.
Thus, the roots of $X^d+a_d-1X^d-1+ldots+a_0$ lie in $displaystylebigcup_i=1^d-2barD(0,1+|a_i|)cupbarD(-a_n-1,1)$, which of course can be rewritten as $displaystylebarD(0,1+max_1leq ileq d-2|a_i|)cupbarD(-a_n-1,1)$
Is this bound sharp ?
linear-algebra polynomials eigenvalues-eigenvectors roots
$endgroup$
Gershgorin circle theorem tells that the eigenvalues of a matrix $A$ lie in the union of the associated Gershgorin circles.
$A=beginpmatrix
0 & 0 & dots & 0 & -a_0 \
1 & 0 & dots & 0 & -a_1 \
0 & 1 & dots & 0 & -a_2 \
vdots & vdots & vdots & vdots & vdots \
0 & 0 & dots & 1 & -a_d-1 \
endpmatrix$
has characteristic polynomial $(-1)^d(X^d+a_d-1X^d-1+ldots+a_0)$.
Thus, the roots of $X^d+a_d-1X^d-1+ldots+a_0$ lie in $displaystylebigcup_i=1^d-2barD(0,1+|a_i|)cupbarD(-a_n-1,1)$, which of course can be rewritten as $displaystylebarD(0,1+max_1leq ileq d-2|a_i|)cupbarD(-a_n-1,1)$
Is this bound sharp ?
linear-algebra polynomials eigenvalues-eigenvectors roots
linear-algebra polynomials eigenvalues-eigenvectors roots
edited Apr 5 '15 at 13:44
Gabriel Romon
asked Apr 5 '15 at 10:01
Gabriel RomonGabriel Romon
18k53387
18k53387
$begingroup$
What is a sharp bound?
$endgroup$
– Git Gud
Apr 5 '15 at 10:08
$begingroup$
I mean,when compared to other bounds, is it sharper ?
$endgroup$
– Gabriel Romon
Apr 5 '15 at 11:55
add a comment |
$begingroup$
What is a sharp bound?
$endgroup$
– Git Gud
Apr 5 '15 at 10:08
$begingroup$
I mean,when compared to other bounds, is it sharper ?
$endgroup$
– Gabriel Romon
Apr 5 '15 at 11:55
$begingroup$
What is a sharp bound?
$endgroup$
– Git Gud
Apr 5 '15 at 10:08
$begingroup$
What is a sharp bound?
$endgroup$
– Git Gud
Apr 5 '15 at 10:08
$begingroup$
I mean,when compared to other bounds, is it sharper ?
$endgroup$
– Gabriel Romon
Apr 5 '15 at 11:55
$begingroup$
I mean,when compared to other bounds, is it sharper ?
$endgroup$
– Gabriel Romon
Apr 5 '15 at 11:55
add a comment |
1 Answer
1
active
oldest
votes
$begingroup$
The two bounds
$$
R_1=1+max_k=0,...,n-1|a_k|text and R_2=max(1,|a_0|+|a_1|+...+|a_n-1|)
$$
are fast to compute but not very sharp. You get better results by computing the unique positive root of the convex and monotone function
$$
f(R)=R^n-|a_n-1|·R^n-1-…-|a_1|·R-|a_0|.
$$
Both $f(R_1)ge 0$ and $f(R_2)ge0$ show that the root will be smaller. A sufficient approximation is computed with a few rounds of Newtons method.
Even stricter bounds are obtained from Graeffe iterates of the original polynomial $p(x)=x^n+an-1x^n-1+…+a_0$, which are
$$
p_(1)(x^2)=p(x)·p(-x),quad p_(k+1)(x^2)=p_(k)(x)·p_(-k)(x).
$$
For a numerical application of these principles see for instance J.-C. YAKOUBSOHN: Numerical analysis of a bisection-exclusion method to find zeros of univariate analytic functions
$endgroup$
add a comment |
Your Answer
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1 Answer
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1 Answer
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$begingroup$
The two bounds
$$
R_1=1+max_k=0,...,n-1|a_k|text and R_2=max(1,|a_0|+|a_1|+...+|a_n-1|)
$$
are fast to compute but not very sharp. You get better results by computing the unique positive root of the convex and monotone function
$$
f(R)=R^n-|a_n-1|·R^n-1-…-|a_1|·R-|a_0|.
$$
Both $f(R_1)ge 0$ and $f(R_2)ge0$ show that the root will be smaller. A sufficient approximation is computed with a few rounds of Newtons method.
Even stricter bounds are obtained from Graeffe iterates of the original polynomial $p(x)=x^n+an-1x^n-1+…+a_0$, which are
$$
p_(1)(x^2)=p(x)·p(-x),quad p_(k+1)(x^2)=p_(k)(x)·p_(-k)(x).
$$
For a numerical application of these principles see for instance J.-C. YAKOUBSOHN: Numerical analysis of a bisection-exclusion method to find zeros of univariate analytic functions
$endgroup$
add a comment |
$begingroup$
The two bounds
$$
R_1=1+max_k=0,...,n-1|a_k|text and R_2=max(1,|a_0|+|a_1|+...+|a_n-1|)
$$
are fast to compute but not very sharp. You get better results by computing the unique positive root of the convex and monotone function
$$
f(R)=R^n-|a_n-1|·R^n-1-…-|a_1|·R-|a_0|.
$$
Both $f(R_1)ge 0$ and $f(R_2)ge0$ show that the root will be smaller. A sufficient approximation is computed with a few rounds of Newtons method.
Even stricter bounds are obtained from Graeffe iterates of the original polynomial $p(x)=x^n+an-1x^n-1+…+a_0$, which are
$$
p_(1)(x^2)=p(x)·p(-x),quad p_(k+1)(x^2)=p_(k)(x)·p_(-k)(x).
$$
For a numerical application of these principles see for instance J.-C. YAKOUBSOHN: Numerical analysis of a bisection-exclusion method to find zeros of univariate analytic functions
$endgroup$
add a comment |
$begingroup$
The two bounds
$$
R_1=1+max_k=0,...,n-1|a_k|text and R_2=max(1,|a_0|+|a_1|+...+|a_n-1|)
$$
are fast to compute but not very sharp. You get better results by computing the unique positive root of the convex and monotone function
$$
f(R)=R^n-|a_n-1|·R^n-1-…-|a_1|·R-|a_0|.
$$
Both $f(R_1)ge 0$ and $f(R_2)ge0$ show that the root will be smaller. A sufficient approximation is computed with a few rounds of Newtons method.
Even stricter bounds are obtained from Graeffe iterates of the original polynomial $p(x)=x^n+an-1x^n-1+…+a_0$, which are
$$
p_(1)(x^2)=p(x)·p(-x),quad p_(k+1)(x^2)=p_(k)(x)·p_(-k)(x).
$$
For a numerical application of these principles see for instance J.-C. YAKOUBSOHN: Numerical analysis of a bisection-exclusion method to find zeros of univariate analytic functions
$endgroup$
The two bounds
$$
R_1=1+max_k=0,...,n-1|a_k|text and R_2=max(1,|a_0|+|a_1|+...+|a_n-1|)
$$
are fast to compute but not very sharp. You get better results by computing the unique positive root of the convex and monotone function
$$
f(R)=R^n-|a_n-1|·R^n-1-…-|a_1|·R-|a_0|.
$$
Both $f(R_1)ge 0$ and $f(R_2)ge0$ show that the root will be smaller. A sufficient approximation is computed with a few rounds of Newtons method.
Even stricter bounds are obtained from Graeffe iterates of the original polynomial $p(x)=x^n+an-1x^n-1+…+a_0$, which are
$$
p_(1)(x^2)=p(x)·p(-x),quad p_(k+1)(x^2)=p_(k)(x)·p_(-k)(x).
$$
For a numerical application of these principles see for instance J.-C. YAKOUBSOHN: Numerical analysis of a bisection-exclusion method to find zeros of univariate analytic functions
edited Mar 29 at 21:28
answered Apr 5 '15 at 13:50
LutzLLutzL
60.3k42057
60.3k42057
add a comment |
add a comment |
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$begingroup$
What is a sharp bound?
$endgroup$
– Git Gud
Apr 5 '15 at 10:08
$begingroup$
I mean,when compared to other bounds, is it sharper ?
$endgroup$
– Gabriel Romon
Apr 5 '15 at 11:55