Class EigenBoundUtils


  • public final class EigenBoundUtils
    extends Object
    Utility methods for computing bounds of eigenvalues.
    • Method Detail

      • computeGershgorinIntervals

        public static RealInterval[] computeGershgorinIntervals​(Vector D,
                                                                Vector E)
        Computes the Gershgorin bounds for all eigenvalues in a symmetric tridiagonal matrix T. The Gershgorin bounds give an estimate that is wrong by at most a factor of \(\sqrt{2}\).
        Parameters:
        D - the diagonal entries of T
        E - the sub-diagonal entries of T
        Returns:
        the eigenvalue bounds
        See Also:
        Wikipedia: Gershgorin circle theorem