The Kreiss matrix theorem on a general complex domain

Citation
Kc. Toh et Ln. Trefethen, The Kreiss matrix theorem on a general complex domain, SIAM J MATR, 21(1), 1999, pp. 145-165
Citations number
21
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS
ISSN journal
08954798 → ACNP
Volume
21
Issue
1
Year of publication
1999
Pages
145 - 165
Database
ISI
SICI code
0895-4798(19991027)21:1<145:TKMTOA>2.0.ZU;2-4
Abstract
Let A be a bounded linear operator in a Hilbert space H with spectrum Lambd a(A). The Kreiss matrix theorem gives bounds based on the resolvent norm pa rallel to(zI - A)(-1) parallel to for parallel to A(n)parallel to if Lambda (A) is in the unit disk or for parallel to e(tA)parallel to if Lambda(A) is in the left half-plane. We generalize these results to a complex domain Om ega, giving bounds for parallel to F-n(A)parallel to if Lambda(A) subset of Omega, where F-n denotes the nth Faber polynomial associated with Omega. O ne of our bounds takes the form (K) over tilde(Omega) less than or equal to 2 sup parallel to F-n(A)paralle l to, parallel to Fn(A)parallel to less than or equal to 2e(n + 1)(K) over tilde(Omega), where (K) over tilde(Omega) is the "Kreiss constant" defined by (K) over tilde(Omega) = inf {C:parallel to(zI - A)(-1)parallel to less than or equal to C/dist(z, Omega) For All z is not an element of Omega}. By means of an inequality due originally to Bernstein, the second inequalit y can be extended to general polynomials p(n). In the case where H is finit e-dimensional, say, dim(H) = N, analogous results are also established in w hich parallel to F-n(A)parallel to is bounded in terms of N instead of n wh en the boundary of Omega is twice continuously differentiable.