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8 votes
1 answer
7k views

Upper bound on largest eigenvalue of a real symmetric $n \times n$ matrix with all main diagonal entries positive, everywhere else nonpositive

Is there a good analytic upper bound on the largest eigenvalue of a real symmetric n*n matrix with all main diagonal entries strictly positive, all other entries <=0 with typically many of them ...
1 vote
0 answers
126 views

Fastest way to calculate the eigenvalues of a product of two Toeplitz matrices

I have the following problem: I need to find the fastest way to calculate the eigenvalues of a matrix that is the product of two Toeplitz matrices. $B = A U$. The first is a regular Toeplitz matrix $A$...
2 votes
1 answer
1k views

Is it faster to compute eigenvalues or coefficients of characteristic polynomials?

Given $A \in \mathsf{M}_n(\mathbb{C})$ (no special structure) is it (generally) faster to compute its eigenvalues or the coefficients of its characteristic polynomial? References/insights would be ...
3 votes
2 answers
453 views

Find parameter values for which a 3x3 matrix has a triple eigenvalue

An Exceptional point generally occurs in eigenvalue problems in which the matrix is dependent on some parameter(s). The particular point in which the eigenvalues become degenerate for the parameter(s) ...
0 votes
0 answers
107 views

Numerical error on the spectrum of a matrix

Let $Q=(q_{j,k})_{1\le j,k\le N}$ be a (Hermitian) $N\times N$ matrix with complex-valued entries. The matrix $Q$ is given numerically and the absolute error on each entry is bounded above by a (small)...