2018
DOI: 10.1080/03081087.2018.1430736
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On bounding the eigenvalues of matrices with constant row-sums

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Cited by 9 publications
(8 citation statements)
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“…In [13], the authors obtained results similar to the above theorem for the real matrices. In this paper we extend this result for any complex square matrix A with constant row sum.…”
Section: Introductionsupporting
confidence: 61%
“…In [13], the authors obtained results similar to the above theorem for the real matrices. In this paper we extend this result for any complex square matrix A with constant row sum.…”
Section: Introductionsupporting
confidence: 61%
“…In our paper [4], published in 2019, without being aware of the explicit form of τ ∞ (Theorem 1.6), we obtained in a totally different manner the same result implied by the combination of Theorems 1.2 and 1.6, that if λ = 1 is an eigenvalue of the stochastic matrix S, then |λ| ≤ ρ(S). Our approach was based on the use of the following known optimization theorem, a form of which was introduced in the study of the location of eigenvalues of real matrices, for the first time (to the best of our knowledge), by Barany and Solymosi in their 2017 paper [6].…”
Section: Introductionmentioning
confidence: 84%
“…Even more important is the following enhancement of Theorem 1.9; this allows for better bounds on the eigenvalues, as was shown in [4].…”
Section: This Minimum Is Reached Whenmentioning
confidence: 99%
See 1 more Smart Citation
“…If A is any real matrix having an eigenvector v with no zero component and S = diag(v), then every bound M that applies to the general case of real constant row-sum matrices applies also to the matrix A, since the matrix B = S − AS is constant row-sum and has the same spectrum as A. Such upper bounds are discussed in our recent articles [9] and [10]. If the eigenvector v of A has some components equal to zero, then Theorem 4.1 can be used.…”
Section: Bounding the Eigenvalues Of Real Matrices By Using A Classmentioning
confidence: 99%