Geršgorin‐type localizations of generalized eigenvalues
Vladimir Kostić, Ljiljana Cvetković, Richard S. Varga · Numerical Linear Algebra with Applications · 2009
Abstract We introduce several localization techniques for the generalized eigenvalues of a matrix pair, obtained via the famous Geršgorin theorem and its generalizations. Specifically, we address the techniques of computing and graphing of the obtained localization sets of a matrix pair. The work that follows involves much about nonnegative matrices, strictly diagonally dominant (SDD) matrices, H‐ and M‐matrices. We show the utility of our results theoretically, as well as with numerical examples and graphs. Copyright © 2009 John Wiley & Sons, Ltd.