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Inclusion of eigenvalues of general eigenvalue problems for matrices. (English) Zbl 0663.65034

Scientific computation with automatic result verification, Proc. Conf. Comput. Arith. Sci. Comput., Karlsruhe/FRG 1987, Comput. Suppl. 6, 69-78 (1988).
[For the entire collection see Zbl 0646.00013.]
The paper is concerned with inclusion of eigenvalues of matrices. Let the eigenvalues be ordered with respect to their absolute values. A procedure for calculating sharp bounds for a fixed eigenvalue \(\lambda_ j\) is given. It consists of three steps: calculation of approximations \({\tilde \lambda}{}_{j-1}\), \({\tilde \lambda}{}_{j+1}\) for the corresponding eigenvalues and \(\tilde x_ j\) for a corresponding eigenvector, determination of rough upper and lower bounds and then calculation of accurate bounds for the eigenvalue by means of Temple quotients and their generalization by N. H. Lehmann [Z. Angew. Math. Mech. 29, 341-356 (1949) and ibid. 30, 1-16 (1956; Zbl 0034.375)], using interval arithmetic. The procedure also can be used in case of multiple or clustered eigenvalues. Some numerical examples are given which illustrate this property.
Reviewer: G.Schröder

MSC:

65F15 Numerical computation of eigenvalues and eigenvectors of matrices
15A42 Inequalities involving eigenvalues and eigenvectors
65G30 Interval and finite arithmetic