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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Calculating eigenvalues

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References

(1) - BAI (Z.), DEMMEL (J.), DONGARRA (J.), RUHE (A.), VAN DER VORST (H.) - Templates for the solution of algebraic eigenvalue problems : a practical guide. - SIAM, Philadelphia (2000).
(2) - BARRAUD (A.) éd - Outils d'analyse numérique...

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