Localization of the eigenvalues of a pencil of positive definite matrices
Igor Kaporin · Computational Mathematics and Mathematical Physics · 2008
Let A and B be real square positive definite matrices close to each other. A domain S on the complex plane that contains all the eigenvalues λ of the problem Az = λ Bz is constructed analytically. The boundary ∂ S of S is a curve known as the limacon of Pascal . Using the standard conformal mapping of the exterior of this curve (or of the exterior of an enveloping circular lune) onto the exterior of the unit disc, new analytical bounds are obtained for the convergence rate of the minimal residual method (GMRES) as applied to solving the linear system Ax = b with the preconditioner B .