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  2. Eigenvalue algorithm - Wikipedia

    en.wikipedia.org/wiki/Eigenvalue_algorithm

    Given an n × n square matrix A of real or complex numbers, an eigenvalue λ and its associated generalized eigenvector v are a pair obeying the relation [1] =,where v is a nonzero n × 1 column vector, I is the n × n identity matrix, k is a positive integer, and both λ and v are allowed to be complex even when A is real.l When k = 1, the vector is called simply an eigenvector, and the pair ...

  3. Givens rotation - Wikipedia

    en.wikipedia.org/wiki/Givens_rotation

    Another method can extend Givens rotations to complex matrices. A diagonal matrix whose diagonal elements have unit magnitudes but arbitrary phases is unitary. Let A be a matrix for which it is desired to make the ji element be zero using the rows and columns i and j>i.

  4. Eigenvalues and eigenvectors - Wikipedia

    en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

    Given a particular eigenvalue ... The classical method is to first find the eigenvalues, and then calculate the eigenvectors for each eigenvalue.

  5. Jacobi eigenvalue algorithm - Wikipedia

    en.wikipedia.org/wiki/Jacobi_eigenvalue_algorithm

    The Jacobi Method has been generalized to complex Hermitian matrices, general nonsymmetric real and complex matrices as well as block matrices. Since singular values of a real matrix are the square roots of the eigenvalues of the symmetric matrix = it can also be used

  6. QR algorithm - Wikipedia

    en.wikipedia.org/wiki/QR_algorithm

    In numerical linear algebra, the QR algorithm or QR iteration is an eigenvalue algorithm: that is, a procedure to calculate the eigenvalues and eigenvectors of a matrix.The QR algorithm was developed in the late 1950s by John G. F. Francis and by Vera N. Kublanovskaya, working independently.

  7. Eigendecomposition of a matrix - Wikipedia

    en.wikipedia.org/wiki/Eigendecomposition_of_a_matrix

    Let A be a square n × n matrix with n linearly independent eigenvectors q i (where i = 1, ..., n).Then A can be factored as = where Q is the square n × n matrix whose i th column is the eigenvector q i of A, and Λ is the diagonal matrix whose diagonal elements are the corresponding eigenvalues, Λ ii = λ i.

  8. Arnoldi iteration - Wikipedia

    en.wikipedia.org/wiki/Arnoldi_iteration

    In numerical linear algebra, the Arnoldi iteration is an eigenvalue algorithm and an important example of an iterative method.Arnoldi finds an approximation to the eigenvalues and eigenvectors of general (possibly non-Hermitian) matrices by constructing an orthonormal basis of the Krylov subspace, which makes it particularly useful when dealing with large sparse matrices.

  9. Eigenvalues and eigenvectors of the second derivative

    en.wikipedia.org/wiki/Eigenvalues_and...

    The index j represents the jth eigenvalue or eigenvector and runs from 1 to . Assuming the equation is defined on the domain [,], the following are the eigenvalues and normalized eigenvectors. The eigenvalues are ordered in descending order.