Some new bounds for singular values and eigenvalues of matrix products

Some new bounds for singular values and eigenvalues of matrix products

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Article ID: iaor2002376
Country: Netherlands
Volume: 98
Issue: 1
Start Page Number: 141
End Page Number: 148
Publication Date: Dec 2000
Journal: Annals of Operations Research
Authors: ,
Abstract:

For two Hermitian matrices A and B, at least one of which is positive semidefinite, we give upper and lower bounds for each eigenvalue of AB in terms of the eigenvalues of A and B. For two complex matrices A, B with known singular values, upper and lower bounds are deduced for each singular value of AB.

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