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Eigenvalue Bounds for Saddle-Point Systems with Singular Leading Blocks
Published 30 May 2022 in math.NA and cs.NA | (2205.15430v1)
Abstract: We derive bounds on the eigenvalues of saddle-point matrices with singular leading blocks. The technique of proof is based on augmentation. Our bounds depend on the principal angles between the ranges or kernels of the matrix blocks. Numerical experiments validate our analytical findings.
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