Eigenvalue Bounds for Saddle-Point Systems with Singular Leading Blocks
Numerical Analysis
2022-06-01 v1 Numerical Analysis
Abstract
We derive bounds on the eigenvalues of saddle-point matrices with singular leading blocks. The technique of proof is based on augmentation. Our bounds depend on the principal angles between the ranges or kernels of the matrix blocks. Numerical experiments validate our analytical findings.
Keywords
Cite
@article{arxiv.2205.15430,
title = {Eigenvalue Bounds for Saddle-Point Systems with Singular Leading Blocks},
author = {Susanne Bradley and Chen Greif},
journal= {arXiv preprint arXiv:2205.15430},
year = {2022}
}