MATHICSE Technical Report : An algorithm for computing minimal Geršgorin sets

Agnieszka Katarzyna Miedlar
2015
Report or working paper

The first algorithms for computing the minimal Geršgorn set were developed by Varga et all. in [17] for the use on small and medium size (dense) matrices. Here, we first discuss the existing methods and present a new approach based on the modified Newton’s method to find zeros of the parameter dependent left-most eigenvalue of a Z-matrix. Additionally, sampling technique used in the original work is replaced by a special curve tracing procedure. The advantages of the new approach are presented on several test examples that arise in practical applications.

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