An upper bound for the largest eigen value of $A^tA$
$begingroup$
I would like to compute an upper bound on the largest eigenvalue of $A^tA$, where $A$ is an $n times p$ real-valued matrix. This bound should be sharper than the Gerschgorin bound. I should also be able to compute the bound directly from A, without forming $A^tA$ (which rules out the Gerschgorin bound), since it is likely that $p >> n$. I would like to have a computational procedure which is of the same degree of complexity as the Gerschgorin disc, if possible. Are there any results on this?
matrices eigenvalues-eigenvectors
asked Dec 6 '18 at 23:35
user67724user67724
965
$endgroup$
add a comment |
$begingroup$
I would like to compute an upper bound on the largest eigenvalue of $A^tA$, where $A$ is an $n times p$ real-valued matrix. This bound should be sharper than the Gerschgorin bound. I should also be able to compute the bound directly from A, without forming $A^tA$ (which rules out the Gerschgorin bound), since it is likely that $p >> n$. I would like to have a computational procedure which is of the same degree of complexity as the Gerschgorin disc, if possible. Are there any results on this?
matrices eigenvalues-eigenvectors
asked Dec 6 '18 at 23:35
user67724user67724
965
$endgroup$
add a comment |
$begingroup$
I would like to compute an upper bound on the largest eigenvalue of $A^tA$, where $A$ is an $n times p$ real-valued matrix. This bound should be sharper than the Gerschgorin bound. I should also be able to compute the bound directly from A, without forming $A^tA$ (which rules out the Gerschgorin bound), since it is likely that $p >> n$. I would like to have a computational procedure which is of the same degree of complexity as the Gerschgorin disc, if possible. Are there any results on this?
matrices eigenvalues-eigenvectors
asked Dec 6 '18 at 23:35
user67724user67724
965
$endgroup$
I would like to compute an upper bound on the largest eigenvalue of $A^tA$, where $A$ is an $n times p$ real-valued matrix. This bound should be sharper than the Gerschgorin bound. I should also be able to compute the bound directly from A, without forming $A^tA$ (which rules out the Gerschgorin bound), since it is likely that $p >> n$. I would like to have a computational procedure which is of the same degree of complexity as the Gerschgorin disc, if possible. Are there any results on this?
matrices eigenvalues-eigenvectors
matrices eigenvalues-eigenvectors
asked Dec 6 '18 at 23:35
user67724user67724
965
asked Dec 6 '18 at 23:35
user67724user67724
965
asked Dec 6 '18 at 23:35
user67724user67724
965
asked Dec 6 '18 at 23:35
user67724user67724
965
asked Dec 6 '18 at 23:35
user67724user67724
965
965
add a comment |
add a comment |
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