A new generalized field of values
Numerical Analysis
2010-12-20 v1
Abstract
Given a right eigenvector and a left eigenvector associated with the same eigenvalue of a matrix , there is a Hermitian positive definite matrix for which . The matrix defines an inner product and consequently also a field of values. The new generalized field of values is always the convex hull of the eigenvalues of . Moreover, it is equal to the standard field of values when is normal and is a particular case of the field of values associated with non-standard inner products proposed by Givens. As a consequence, in the same way as with Hermitian matrices, the eigenvalues of non-Hermitian matrices with real spectrum can be characterized in terms of extrema of a corresponding generalized Rayleigh Quotient.
Keywords
Cite
@article{arxiv.1012.3835,
title = {A new generalized field of values},
author = {Ricardo Reis da Silva},
journal= {arXiv preprint arXiv:1012.3835},
year = {2010}
}