Determine upper and lower limit of eigenvalues

The name of the pictureThe name of the pictureThe name of the pictureClash Royale CLAN TAG#URR8PPP











up vote
1
down vote

favorite
1












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.







share|cite|improve this question






















  • The eigenvalues of $A^-1$ are the reciprocals of the eigenvalues of $A$.
    – md2perpe
    Aug 24 at 18:06














up vote
1
down vote

favorite
1












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.







share|cite|improve this question






















  • The eigenvalues of $A^-1$ are the reciprocals of the eigenvalues of $A$.
    – md2perpe
    Aug 24 at 18:06












up vote
1
down vote

favorite
1









up vote
1
down vote

favorite
1






1





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.







share|cite|improve this question














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.









share|cite|improve this question













share|cite|improve this question




share|cite|improve this question








edited Aug 24 at 17:06









user7530

33.7k658109




33.7k658109










asked Aug 24 at 10:38









Marko Škorić

3037




3037











  • The eigenvalues of $A^-1$ are the reciprocals of the eigenvalues of $A$.
    – md2perpe
    Aug 24 at 18:06
















  • The eigenvalues of $A^-1$ are the reciprocals of the eigenvalues of $A$.
    – md2perpe
    Aug 24 at 18:06















The eigenvalues of $A^-1$ are the reciprocals of the eigenvalues of $A$.
– md2perpe
Aug 24 at 18:06




The eigenvalues of $A^-1$ are the reciprocals of the eigenvalues of $A$.
– md2perpe
Aug 24 at 18:06










2 Answers
2






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 $A.$






share|cite|improve this answer



























    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 $A^-1$.






    share|cite|improve this answer






















      Your Answer




      StackExchange.ifUsing("editor", function ()
      return StackExchange.using("mathjaxEditing", function ()
      StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix)
      StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
      );
      );
      , "mathjax-editing");

      StackExchange.ready(function()
      var channelOptions =
      tags: "".split(" "),
      id: "69"
      ;
      initTagRenderer("".split(" "), "".split(" "), channelOptions);

      StackExchange.using("externalEditor", function()
      // Have to fire editor after snippets, if snippets enabled
      if (StackExchange.settings.snippets.snippetsEnabled)
      StackExchange.using("snippets", function()
      createEditor();
      );

      else
      createEditor();

      );

      function createEditor()
      StackExchange.prepareEditor(
      heartbeatType: 'answer',
      convertImagesToLinks: true,
      noModals: false,
      showLowRepImageUploadWarning: true,
      reputationToPostImages: 10,
      bindNavPrevention: true,
      postfix: "",
      noCode: true, onDemand: true,
      discardSelector: ".discard-answer"
      ,immediatelyShowMarkdownHelp:true
      );



      );













       

      draft saved


      draft discarded


















      StackExchange.ready(
      function ()
      StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f2892984%2fdetermine-upper-and-lower-limit-of-eigenvalues%23new-answer', 'question_page');

      );

      Post as a guest






























      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 $A.$






      share|cite|improve this answer
























        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 $A.$






        share|cite|improve this answer






















          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 $A.$






          share|cite|improve this answer












          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 $A.$







          share|cite|improve this answer












          share|cite|improve this answer



          share|cite|improve this answer










          answered Aug 24 at 18:38









          md2perpe

          6,47311023




          6,47311023




















              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 $A^-1$.






              share|cite|improve this answer


























                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 $A^-1$.






                share|cite|improve this answer
























                  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 $A^-1$.






                  share|cite|improve this answer














                  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 $A^-1$.







                  share|cite|improve this answer














                  share|cite|improve this answer



                  share|cite|improve this answer








                  edited Aug 24 at 17:05

























                  answered Aug 24 at 16:53









                  user7530

                  33.7k658109




                  33.7k658109



























                       

                      draft saved


                      draft discarded















































                       


                      draft saved


                      draft discarded














                      StackExchange.ready(
                      function ()
                      StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f2892984%2fdetermine-upper-and-lower-limit-of-eigenvalues%23new-answer', 'question_page');

                      );

                      Post as a guest













































































                      這個網誌中的熱門文章

                      How to combine Bézier curves to a surface?

                      Mutual Information Always Non-negative

                      Why am i infinitely getting the same tweet with the Twitter Search API?