Numerical Solution of Linear Eigenvalue Problems

@inproceedings{Bosch2016NumericalSO,
  title={Numerical Solution of Linear Eigenvalue Problems},
  author={Jessica Bosch and Chen Greif},
  year={2016}
}
We review numerical methods for computing eigenvalues of matrices. We start by considering the computation of the dominant eigenpair of a general dense matrix using the power method, and then generalize to orthogonal iterations and the QR iteration with shifts. We also consider divide-andconquer algorithms for tridiagonal matrices. The second part of this survey involves the computation of eigenvalues of large and sparse matrices. The Lanczos and Arnoldi methods are developed and described… 
1 Citations
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