Eigenvalues of tridiagonal matrix using Strum Sequence and Gerschgorin theorem
نویسندگان
چکیده
In this paper, computational efficient technique is proposed to calculate the eigenvalues of a tridiagonal system matrix using Strum sequence and Gerschgorin theorem. The proposed technique is applicable in various control system and computer engineering applications. KeywordsEigenvalues, tridiagonal matrix, Strum sequence and Gerschgorin theorem. I.INTRODUCTION Solving tridiagonal linear systems is one of the most important problems in scientific computing. It is involved in the solution of differential equations and in various areas of science and engineering applications such control system [1] and computer science [2, 3]. It is also occur in a wide variety of applications, such as the construction of certain splines and the solution of boundary value problems. There are various numerical techniques available in the literature, which are useful for determining eigenvalues of real symmetric matrices [4]. In most of these methods, given system matrix is converted into tridiagonal form. There are various methods also given in the literature for determining eigenvalues of a tridiagonal matrix [4]. In this method, strum sequence and bisection method is used to determine the eigenvalues of a given real symmetric triangular matrix. It is observed that it require large number of iterations to compute the eigenvalues. It is observed that these iterations can be reduced by using well known Gerschgorin theorem [4]. In [5], technique is presented to identify the eigenvalues on the right half the s-plane using Gerschgorin theorem [4]. The extension to this approach is given in [6]. One of the leading methods for computing the eigenvalues of a real symmetric matrix is Given’s method [4]. In that method, after transforming the matrix into diagonal form say, ' ' S , the leading principal minors of S I λ − form a strum sequence. Then, using bisection approach, change of sign in various strum sequence is observed. Further, based on this, eigenvalue can be determined by repeatedly using bisection method. In [7], various applications are presented based on Gerschgorin theorem. Here, in this paper, similar to these existing applications, we have used Gerschgorin theorem in Strum sequence to determine eigenvalues in computationally efficient manner. In order to show the comparative result, we have considered the example which was earlier considered in [4]. II. Givens Method for Symmetric Matrices [4]: Let A be a real, symmetric matrix. The Givens method uses the following steps: (a) Reduce A to a tridiagonal form using plane rotations (b) Form a strum sequence, study the changes in sign in the sequences and find the eigenvalues. The reduction to a tridiagonal form is achieved by using the orthogonal transformation. Suppose the orthogonal matrix is given as T.D.Roopamala et al. / International Journal on Computer Science and Engineering (IJCSE) ISSN : 0975-3397 Vol. 3 No. 12 December 2011 3722
منابع مشابه
New Approach to Identify Common Eigenvalues of real matrices using Gerschgorin Theorem and Bisection method
In this paper, a new approach is presented to determine common eigenvalues of two matrices. It is based on Gerschgorin theorem and Bisection method. The proposed approach is simple and can be useful in image processing and noise estimation. KeywordsCommon Eigenvalues, Gerschgorin theorem, Bisection method, real matrices. INTRODUCTION Eigenvalues play vary important role in engineering applicati...
متن کاملAssignment of Eigenvalues in a Disc D (c, r) of Complex Plane with Application of the Gerschgorin Theorem
This paper is concerned with the problem of designing discrete-time control systems with closed-loop eigenvalues in a prescribed region of stability. First, we obtain a state feedback matrix which assigns all the eigenvalues to zero and then by elementary similarity operations and using the Gerschgorin theorem we find a state feedback which assigns the eigenvalues inside a circle with center c ...
متن کاملLocation for the Left Eigenvalues of Quaternionic Matrix
The purpose of this paper is to locate and estimate the left eigenvalues of quaternionic matrices. We present some distribution theorems for the left eigenvalues of square quaternionic matrices based on the generalized Gerschgorin theorem and generalized Brauer theorem.
متن کاملA New Method of Determining Instability of Linear System
In th is paper, an algorithm is presented for identification of real eigenvalues on right half of the s-plane, for linear systems, hence determining instability of the system. The proposed approach is based on Gerschgorin theorem and a new approach of Bisection method. The method is efficient since there is no need to determine all real eigenvalues and also characteristic polynomial of the syst...
متن کاملThe Scaled Sturm Sequence Computation
The Sturm sequence computation is used by the bisection method to compute eigenvalues of real symmetric tridiagonal matrices. Let Tn be a symmetric tridiagonal matrix with the diagonal elements α1, α2, . . . , αn and the off-diagonal elements β1, β2, . . . , βn−1. Given a number λ, the sequence of characteristic polynomials pj(λ) for the leading j × j principal submatrices of Tn can be computed...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2011