engleski

Symmetric matrix eigenvalue techniques

The article describes symmetric matrix eigenvalue techniques: basic methods (power method, inverse iteration, orthogonal iteration and QR iteration), tridiagonalization and implicitly shifted QR method, divide-and-conquer method, bisection and inverse iteration, the method of multiple relatively robust representations, Jacobi method and Lanczos method. For each method we give algorithms, basic theoretical facts and examples. The article concludes by giving comparison of the methods which are implemented in LAPack.

symmetric matrix, eigenvalues, eigenvectors, power method, inverse iteration method, bisection method, tridiagonalization, QR iteration, divide and conquer method, method of relatively robust representations, Jacobi method, Lanczos method

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