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On determining upper bounds of maximal eigenvalue of Hermitian positive-definite matrix

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2 Author(s)
Daeyoung Park ; Sch. of Electr. Eng., Seoul Nat. Univ., South Korea ; Byeong Gi Lee

We first present a new method of determining the upper bounds of maximal eigenvalue of Hermitian positive-definite matrix, which includes the Dembo's (1988) upper bound as a special case. Then we derive the kth-order upper bound /spl Lambda//sub k/ and its first-round iteration /spl Lambda//sub k//sup (1)/ which is much tighter than the Dembo's upper bound /spl Lambda//sub 0/.

Published in:

Signal Processing Letters, IEEE  (Volume:10 ,  Issue: 9 )