Package org.drip.sample.matrix

Class GershgorinAnalysis

java.lang.Object

org.drip.sample.matrix.GershgorinAnalysis

public class GershgorinAnalysis
extends java.lang.Object

GershgorinAnalysis illustrates the Analysis of a Square Matrix using Gershgorin Discs. The References are:

• Golub, G. H., and C. F. van Loan (1996): Matrix Computations 3^rd Edition Johns Hopkins University Press Baltimore MD
• Horn, R. A., and C. R. Johnson (2013): Matrix Analysis 2^nd Edition Cambridge University Press Cambridge UK
• Li, C. K., and F. Zhang (2019): Eigenvalue Continuity and Gershgorin’s Theorem Electronic Journal of Linear Algebra 35 619-625
• Trefethen, L. N., and D. Bau III (1997): Numerical Linear Algebra Society for Industrial and Applied Mathematics Philadelphia PA
• Wikipedia (2024): Gershgorin Circle Theorem https://en.wikipedia.org/wiki/Gershgorin_circle_theorem

• Module = Computational Core Module
• Library = Numerical Analysis Library
• Project = Numerical Quadrature, Differentiation, Eigenization, Linear Algebra, and Utilities
• Package = Linear Algebra Matrix Transform Library

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
GershgorinAnalysis()

Method Summary

Modifier and Type	Method	Description
static void	main(java.lang.String[] astrArgs)	Entry Point

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

GershgorinAnalysis

public GershgorinAnalysis()

Method Details

main

public static final void main(java.lang.String[] astrArgs)
                       throws java.lang.Exception

Entry Point

Parameters:

astrArgs - Command Line Argument Array

Throws:

java.lang.Exception - Thrown on Error/Exception Situation