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We present Gerschgorin-type eigenvalue inclusion sets applicable togeneralized eigenvalue problems.Our sets are defined by circles in the complexplane in the standard Euclidean metric, and are easier to compute than knownsimilar results.As one application we use our results to provide a forwarderror analysis for a computed eigenvalue of a diagonalizable pencil.

Gerschgorin’s theorem for generalized eigenvalue problems in the Euclidean metric