Calculating eigenvalues
Basic numerical methods - Numerical algebra

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Calculating eigenvalues


Basic numerical methods - Numerical algebra

Author : Claude BREZINSKI

Publication date: April 10, 2006 | Lire en français

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3. Calculating eigenvalues

Methods for calculating the eigenvalues of a matrix fall into two classes, depending on whether you want to calculate all the eigenvalues or only those with the largest modulus.

Further information on eigenvalue calculation methods can be found in the references [1][21][30][38] . But the most important reference work on the subject is [13] .

3.1 Power method

She enters the second class.

Let A be the matrix whose eigenvalues we want to...

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