Bounds on determinants of perturbed diagonal matrices

نویسنده

  • Richard P. Brent
چکیده

We give upper and lower bounds on the determinant of a perturbation of the identity matrix or, more generally, a perturbation of a nonsingular diagonal matrix. The matrices considered are, in general, diagonally dominant. The lower bounds are best possible, and in several cases they are stronger than well-known bounds due to Ostrowski and other authors. If A = I−E is a real n×n matrix and the elements of E are bounded in absolute value by ε ≤ 1/n, then a lower bound of Ostrowski (1938) is det(A) ≥ 1−nε. We show that if, in addition, the diagonal elements of E are zero, then a best-possible lower bound is det(A) ≥ (1− (n− 1)ε) (1 + ε).

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Perturbation Bounds for Determinants and Characteristic Polynomials

We derive absolute perturbation bounds for the coefficients of the characteristic polynomial of a n × n complex matrix. The bounds consist of elementary symmetric functions of singular values, and suggest that coefficients of normal matrices are better conditioned with regard to absolute perturbations than those of general matrices. When the matrix is Hermitian positivedefinite, the bounds can ...

متن کامل

Departure from Normality and Eigenvalue Perturbation Bounds

Perturbation bounds for eigenvalues of diagonalizable matrices are derived that do not depend on any quantities associated with the perturbed matrix; in particular the perturbed matrix can be defective. Furthermore, Gerschgorin-like inclusion regions in the Frobenius are derived, as well as bounds on the departure from normality. 1. Introduction. The results in this paper are based on two eigen...

متن کامل

Upper and lower bounds for numerical radii of block shifts

For an n-by-n complex matrix A in a block form with the (possibly) nonzero blocks only on the diagonal above the main one, we consider two other matrices whose nonzero entries are along the diagonal above the main one and consist of the norms or minimum moduli of the diagonal blocks of A. In this paper, we obtain two inequalities relating the numeical radii of these matrices and also determine ...

متن کامل

An efficient numerical method for singularly perturbed second order ordinary differential equation

In this paper an exponentially fitted finite difference method is presented for solving singularly perturbed two-point boundary value problems with the boundary layer. A fitting factor is introduced and the model equation is discretized by a finite difference scheme on an uniform mesh. Thomas algorithm is used to solve the tri-diagonal system. The stability of the algorithm is investigated. It ...

متن کامل

Perturbation of Partitioned Hermitian Definite Generalized Eigenvalue Problems

This paper is concerned with the Hermitian definite generalized eigenvalue problem A− λB for block diagonal matrices A 1⁄4 diagðA11; A22Þ and B 1⁄4 diagðB11; B22Þ. Both A and B are Hermitian, and B is positive definite. Bounds on how its eigenvalues vary when A and B are perturbed by Hermitian matrices are established. These bounds are generally of linear order with respect to the perturbations...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2014