Computing lower bounds of spectral radius and spectral matrix norm for matrices with real spectrum
by
Eugene V. Dulov
Department of Mathematics and Mechanics, Ulyanovsk State University
Coauthors: Natalia Andrianova (Department of Mathematics and Mechanics, Ulyanovsk State University)

We introduce a sequence tending to the spectral radius of matrix with real spectrum from below. The covergence of this sequence to the spectral radius is proved. We obtain an estimation of covergence speed and propose an efficient and numerically stable method of it's computations. Some comments on applicability for matrices with complex eigenvalues are made. As an example, an applicability to Newton-type iterative methods is given.

Date received: November 30, 1999