get_gresgorin()

void stan::math::internal::get_gresgorin ( const Eigen::Ref< const Eigen::VectorXd >  diagonal, const Eigen::Ref< const Eigen::VectorXd >  subdiagonal, double &  min_eigval, double &  max_eigval  )

inline

Calculates bounds on eigenvalues of a symmetric tridiagonal matrix T using Gresgorin discs.

Parameters

	diagonal	Diagonal of T
	subdiagonal	Subdiagonal of T
[out]	min_eigval	Lower bound on eigenvalues.
[out]	max_eigval	Upper bound on eigenvalues.

Definition at line 45 of file mrrr.hpp.