Determine upper and lower limit of eigenvalues
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Without computing the eigenvalues of a matrix $A$, I need to determine an upper and lower bound on them. I don't know $A$ but I know that
$$A^-1=beginbmatrix
2& -1& 0\
-1& 2& -1\
0 & -1& 1
endbmatrix.$$
I know that this matrices is positive definite, because it is symmetric and has positive pivots, so zero is a lower bound. But I do not know how to find an upper bound. Because we have that $det(A)=1$ $operatornametr(A)=6$ and $operatornametr(operatornameadj(A))=5$, I think it is $lambda<5$. But I try with five and $operatornametr(operatornameadj(A))$ little bit bigger then five, so I think there has to be a better way to do this.
linear-algebra matrices eigenvalues-eigenvectors
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up vote
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Without computing the eigenvalues of a matrix $A$, I need to determine an upper and lower bound on them. I don't know $A$ but I know that
$$A^-1=beginbmatrix
2& -1& 0\
-1& 2& -1\
0 & -1& 1
endbmatrix.$$
I know that this matrices is positive definite, because it is symmetric and has positive pivots, so zero is a lower bound. But I do not know how to find an upper bound. Because we have that $det(A)=1$ $operatornametr(A)=6$ and $operatornametr(operatornameadj(A))=5$, I think it is $lambda<5$. But I try with five and $operatornametr(operatornameadj(A))$ little bit bigger then five, so I think there has to be a better way to do this.
linear-algebra matrices eigenvalues-eigenvectors
The eigenvalues of $A^-1$ are the reciprocals of the eigenvalues of $A$.
â md2perpe
Aug 24 at 18:06
add a comment |Â
up vote
1
down vote
favorite
up vote
1
down vote
favorite
Without computing the eigenvalues of a matrix $A$, I need to determine an upper and lower bound on them. I don't know $A$ but I know that
$$A^-1=beginbmatrix
2& -1& 0\
-1& 2& -1\
0 & -1& 1
endbmatrix.$$
I know that this matrices is positive definite, because it is symmetric and has positive pivots, so zero is a lower bound. But I do not know how to find an upper bound. Because we have that $det(A)=1$ $operatornametr(A)=6$ and $operatornametr(operatornameadj(A))=5$, I think it is $lambda<5$. But I try with five and $operatornametr(operatornameadj(A))$ little bit bigger then five, so I think there has to be a better way to do this.
linear-algebra matrices eigenvalues-eigenvectors
Without computing the eigenvalues of a matrix $A$, I need to determine an upper and lower bound on them. I don't know $A$ but I know that
$$A^-1=beginbmatrix
2& -1& 0\
-1& 2& -1\
0 & -1& 1
endbmatrix.$$
I know that this matrices is positive definite, because it is symmetric and has positive pivots, so zero is a lower bound. But I do not know how to find an upper bound. Because we have that $det(A)=1$ $operatornametr(A)=6$ and $operatornametr(operatornameadj(A))=5$, I think it is $lambda<5$. But I try with five and $operatornametr(operatornameadj(A))$ little bit bigger then five, so I think there has to be a better way to do this.
linear-algebra matrices eigenvalues-eigenvectors
edited Aug 24 at 17:06
user7530
33.7k658109
33.7k658109
asked Aug 24 at 10:38
Marko à  koriÃÂ
3037
3037
The eigenvalues of $A^-1$ are the reciprocals of the eigenvalues of $A$.
â md2perpe
Aug 24 at 18:06
add a comment |Â
The eigenvalues of $A^-1$ are the reciprocals of the eigenvalues of $A$.
â md2perpe
Aug 24 at 18:06
The eigenvalues of $A^-1$ are the reciprocals of the eigenvalues of $A$.
â md2perpe
Aug 24 at 18:06
The eigenvalues of $A^-1$ are the reciprocals of the eigenvalues of $A$.
â md2perpe
Aug 24 at 18:06
add a comment |Â
2 Answers
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A lower bound for eigenvalues of $A$
Let $ e_1, e_2, e_3 $ be the standard basis. Then
$$
A^-1 e_1 = beginbmatrix2 \ -1 \ 0endbmatrix, quad
A^-1 e_2 = beginbmatrix-1 \ 2 \ -1endbmatrix, quad
A^-1 e_3 = beginbmatrix0 \ -1 \ 1endbmatrix
$$
and we have
$$
|A^-1 e_1| = sqrt5, quad
|A^-1 e_2| = sqrt6, quad
|A^-1 e_3| = sqrt2.
$$
For an arbitrary vector $u = u_1 e_1 + u_2 e_2 + u_3 e_3$ we have
$A^-1 u = u_1 A^-1 e_1 + u_2 A^-1 e_2 + u_3 A^-1 e_3$ so
$$beginalign
| A^-1 u |
& leq | u_1 A^-1 e_1 | + | u_2 A^-1 e_2 | + | u_3 A^-1 e_3 | \
& leq |u_1| | A^-1 e_1 | + |u_2| | A^-1 e_2 | + |u_3| | A^-1 e_3 | \
& leq sqrt^2 + sqrt A^-1 e_3 \
& = |u| sqrt(sqrt5)^2 + (sqrt6)^2 + (sqrt2)^2 \
& = sqrt13 |u|
endalign$$
Thus an upper bound for eigenvalues of $A^-1$ is $sqrt13.$
Now, the eigenvalues of $A^-1$ are the reciprocals of the eigenvalues of $A,$ so $1/sqrt13$ is a lower bound for eigenvalues of $A.$
Probably a similar reasoning can be used for the lower bound for $A^-1$ and thus for the upper bound for $A.$
add a comment |Â
up vote
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This question is not really precise, since the tightest bound of course is to just compute the eigenvalues.
Here is one approach: the Gershgorin circle theorem will give you an upper bound of $4$ on the eigenvalues of $A$, and so a lower bound of $frac14$ on the eigenvalues of $A^-1$. Assuming that $det A^-1$ is indeed one (I haven't checked your calculation), this gives an upper bound of $16$ on the largest eigenvalue of $A$.
Of course, this is worse than the bound of 6 from $operatornametr A$, but I don't see how you calculate the trace of $A$ without first inverting $A^-1$.
add a comment |Â
2 Answers
2
active
oldest
votes
2 Answers
2
active
oldest
votes
active
oldest
votes
active
oldest
votes
up vote
0
down vote
accepted
A lower bound for eigenvalues of $A$
Let $ e_1, e_2, e_3 $ be the standard basis. Then
$$
A^-1 e_1 = beginbmatrix2 \ -1 \ 0endbmatrix, quad
A^-1 e_2 = beginbmatrix-1 \ 2 \ -1endbmatrix, quad
A^-1 e_3 = beginbmatrix0 \ -1 \ 1endbmatrix
$$
and we have
$$
|A^-1 e_1| = sqrt5, quad
|A^-1 e_2| = sqrt6, quad
|A^-1 e_3| = sqrt2.
$$
For an arbitrary vector $u = u_1 e_1 + u_2 e_2 + u_3 e_3$ we have
$A^-1 u = u_1 A^-1 e_1 + u_2 A^-1 e_2 + u_3 A^-1 e_3$ so
$$beginalign
| A^-1 u |
& leq | u_1 A^-1 e_1 | + | u_2 A^-1 e_2 | + | u_3 A^-1 e_3 | \
& leq |u_1| | A^-1 e_1 | + |u_2| | A^-1 e_2 | + |u_3| | A^-1 e_3 | \
& leq sqrt^2 + sqrt A^-1 e_3 \
& = |u| sqrt(sqrt5)^2 + (sqrt6)^2 + (sqrt2)^2 \
& = sqrt13 |u|
endalign$$
Thus an upper bound for eigenvalues of $A^-1$ is $sqrt13.$
Now, the eigenvalues of $A^-1$ are the reciprocals of the eigenvalues of $A,$ so $1/sqrt13$ is a lower bound for eigenvalues of $A.$
Probably a similar reasoning can be used for the lower bound for $A^-1$ and thus for the upper bound for $A.$
add a comment |Â
up vote
0
down vote
accepted
A lower bound for eigenvalues of $A$
Let $ e_1, e_2, e_3 $ be the standard basis. Then
$$
A^-1 e_1 = beginbmatrix2 \ -1 \ 0endbmatrix, quad
A^-1 e_2 = beginbmatrix-1 \ 2 \ -1endbmatrix, quad
A^-1 e_3 = beginbmatrix0 \ -1 \ 1endbmatrix
$$
and we have
$$
|A^-1 e_1| = sqrt5, quad
|A^-1 e_2| = sqrt6, quad
|A^-1 e_3| = sqrt2.
$$
For an arbitrary vector $u = u_1 e_1 + u_2 e_2 + u_3 e_3$ we have
$A^-1 u = u_1 A^-1 e_1 + u_2 A^-1 e_2 + u_3 A^-1 e_3$ so
$$beginalign
| A^-1 u |
& leq | u_1 A^-1 e_1 | + | u_2 A^-1 e_2 | + | u_3 A^-1 e_3 | \
& leq |u_1| | A^-1 e_1 | + |u_2| | A^-1 e_2 | + |u_3| | A^-1 e_3 | \
& leq sqrt^2 + sqrt A^-1 e_3 \
& = |u| sqrt(sqrt5)^2 + (sqrt6)^2 + (sqrt2)^2 \
& = sqrt13 |u|
endalign$$
Thus an upper bound for eigenvalues of $A^-1$ is $sqrt13.$
Now, the eigenvalues of $A^-1$ are the reciprocals of the eigenvalues of $A,$ so $1/sqrt13$ is a lower bound for eigenvalues of $A.$
Probably a similar reasoning can be used for the lower bound for $A^-1$ and thus for the upper bound for $A.$
add a comment |Â
up vote
0
down vote
accepted
up vote
0
down vote
accepted
A lower bound for eigenvalues of $A$
Let $ e_1, e_2, e_3 $ be the standard basis. Then
$$
A^-1 e_1 = beginbmatrix2 \ -1 \ 0endbmatrix, quad
A^-1 e_2 = beginbmatrix-1 \ 2 \ -1endbmatrix, quad
A^-1 e_3 = beginbmatrix0 \ -1 \ 1endbmatrix
$$
and we have
$$
|A^-1 e_1| = sqrt5, quad
|A^-1 e_2| = sqrt6, quad
|A^-1 e_3| = sqrt2.
$$
For an arbitrary vector $u = u_1 e_1 + u_2 e_2 + u_3 e_3$ we have
$A^-1 u = u_1 A^-1 e_1 + u_2 A^-1 e_2 + u_3 A^-1 e_3$ so
$$beginalign
| A^-1 u |
& leq | u_1 A^-1 e_1 | + | u_2 A^-1 e_2 | + | u_3 A^-1 e_3 | \
& leq |u_1| | A^-1 e_1 | + |u_2| | A^-1 e_2 | + |u_3| | A^-1 e_3 | \
& leq sqrt^2 + sqrt A^-1 e_3 \
& = |u| sqrt(sqrt5)^2 + (sqrt6)^2 + (sqrt2)^2 \
& = sqrt13 |u|
endalign$$
Thus an upper bound for eigenvalues of $A^-1$ is $sqrt13.$
Now, the eigenvalues of $A^-1$ are the reciprocals of the eigenvalues of $A,$ so $1/sqrt13$ is a lower bound for eigenvalues of $A.$
Probably a similar reasoning can be used for the lower bound for $A^-1$ and thus for the upper bound for $A.$
A lower bound for eigenvalues of $A$
Let $ e_1, e_2, e_3 $ be the standard basis. Then
$$
A^-1 e_1 = beginbmatrix2 \ -1 \ 0endbmatrix, quad
A^-1 e_2 = beginbmatrix-1 \ 2 \ -1endbmatrix, quad
A^-1 e_3 = beginbmatrix0 \ -1 \ 1endbmatrix
$$
and we have
$$
|A^-1 e_1| = sqrt5, quad
|A^-1 e_2| = sqrt6, quad
|A^-1 e_3| = sqrt2.
$$
For an arbitrary vector $u = u_1 e_1 + u_2 e_2 + u_3 e_3$ we have
$A^-1 u = u_1 A^-1 e_1 + u_2 A^-1 e_2 + u_3 A^-1 e_3$ so
$$beginalign
| A^-1 u |
& leq | u_1 A^-1 e_1 | + | u_2 A^-1 e_2 | + | u_3 A^-1 e_3 | \
& leq |u_1| | A^-1 e_1 | + |u_2| | A^-1 e_2 | + |u_3| | A^-1 e_3 | \
& leq sqrt^2 + sqrt A^-1 e_3 \
& = |u| sqrt(sqrt5)^2 + (sqrt6)^2 + (sqrt2)^2 \
& = sqrt13 |u|
endalign$$
Thus an upper bound for eigenvalues of $A^-1$ is $sqrt13.$
Now, the eigenvalues of $A^-1$ are the reciprocals of the eigenvalues of $A,$ so $1/sqrt13$ is a lower bound for eigenvalues of $A.$
Probably a similar reasoning can be used for the lower bound for $A^-1$ and thus for the upper bound for $A.$
answered Aug 24 at 18:38
md2perpe
6,47311023
6,47311023
add a comment |Â
add a comment |Â
up vote
0
down vote
This question is not really precise, since the tightest bound of course is to just compute the eigenvalues.
Here is one approach: the Gershgorin circle theorem will give you an upper bound of $4$ on the eigenvalues of $A$, and so a lower bound of $frac14$ on the eigenvalues of $A^-1$. Assuming that $det A^-1$ is indeed one (I haven't checked your calculation), this gives an upper bound of $16$ on the largest eigenvalue of $A$.
Of course, this is worse than the bound of 6 from $operatornametr A$, but I don't see how you calculate the trace of $A$ without first inverting $A^-1$.
add a comment |Â
up vote
0
down vote
This question is not really precise, since the tightest bound of course is to just compute the eigenvalues.
Here is one approach: the Gershgorin circle theorem will give you an upper bound of $4$ on the eigenvalues of $A$, and so a lower bound of $frac14$ on the eigenvalues of $A^-1$. Assuming that $det A^-1$ is indeed one (I haven't checked your calculation), this gives an upper bound of $16$ on the largest eigenvalue of $A$.
Of course, this is worse than the bound of 6 from $operatornametr A$, but I don't see how you calculate the trace of $A$ without first inverting $A^-1$.
add a comment |Â
up vote
0
down vote
up vote
0
down vote
This question is not really precise, since the tightest bound of course is to just compute the eigenvalues.
Here is one approach: the Gershgorin circle theorem will give you an upper bound of $4$ on the eigenvalues of $A$, and so a lower bound of $frac14$ on the eigenvalues of $A^-1$. Assuming that $det A^-1$ is indeed one (I haven't checked your calculation), this gives an upper bound of $16$ on the largest eigenvalue of $A$.
Of course, this is worse than the bound of 6 from $operatornametr A$, but I don't see how you calculate the trace of $A$ without first inverting $A^-1$.
This question is not really precise, since the tightest bound of course is to just compute the eigenvalues.
Here is one approach: the Gershgorin circle theorem will give you an upper bound of $4$ on the eigenvalues of $A$, and so a lower bound of $frac14$ on the eigenvalues of $A^-1$. Assuming that $det A^-1$ is indeed one (I haven't checked your calculation), this gives an upper bound of $16$ on the largest eigenvalue of $A$.
Of course, this is worse than the bound of 6 from $operatornametr A$, but I don't see how you calculate the trace of $A$ without first inverting $A^-1$.
edited Aug 24 at 17:05
answered Aug 24 at 16:53
user7530
33.7k658109
33.7k658109
add a comment |Â
add a comment |Â
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The eigenvalues of $A^-1$ are the reciprocals of the eigenvalues of $A$.
â md2perpe
Aug 24 at 18:06