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Numerical Range


In ordinary usage, the numerical range of a quantity means the set of numerical values it can assume.

For a complex matrix A of size n×n, the numerical range is the set

 W(A)={x^*Ax:x in C^n, x^*x=1},

where x^* denotes the conjugate transpose of x. It is a compact set in the complex plane and contains every eigenvalue of A.

The numerical range is convex. If A is a normal matrix, it is the convex hull of the eigenvalues. In general it can be larger. For example, the nilpotent matrix [0 1; 0 0] has only the eigenvalue 0 but its numerical range is the closed disk of radius 1/2 centered at 0.


See also

Crouzeix's Conjecture, Eigenvalue, Normal Matrix, Spectral Norm

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References

Crouzeix, M. and Palencia, C. "The Numerical Range Is a (1+sqrt(2))-Spectral Set." SIAM J. Matrix Anal. Appl. 38, 649-655, 2017. https://doi.org/10.1137/17M1116672.

Cite this as:

Weisstein, Eric W. "Numerical Range." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/NumericalRange.html

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