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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. Nonlinear eigenproblem - Wikipedia

    en.wikipedia.org/wiki/Nonlinear_eigenproblem

    The NLEVP collection of nonlinear eigenvalue problems is a MATLAB package containing many nonlinear eigenvalue problems with various properties. [ 6 ] The FEAST eigenvalue solver is a software package for standard eigenvalue problems as well as nonlinear eigenvalue problems, designed from density-matrix representation in quantum mechanics ...

  4. Rayleigh–Ritz method - Wikipedia

    en.wikipedia.org/wiki/Rayleigh–Ritz_method

    According to S. Ilanko, [2] citing Richard Courant, both Lord Rayleigh and Walther Ritz independently conceived the idea of utilizing the equivalence between boundary value problems of partial differential equations on the one hand and problems of the calculus of variations on the other hand for numerical calculation of the solutions, by ...

  5. Eigenvalues and eigenvectors - Wikipedia

    en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

    Admissible solutions are then a linear combination of solutions to the generalized eigenvalue problem = where is the eigenvalue and is the (imaginary) angular frequency. The principal vibration modes are different from the principal compliance modes, which are the eigenvectors of k {\displaystyle k} alone.

  6. Quadratic eigenvalue problem - Wikipedia

    en.wikipedia.org/wiki/Quadratic_eigenvalue_problem

    Quadratic eigenvalue problems arise naturally in the solution of systems of second order linear differential equations without forcing: ″ + ′ + = Where (), and ,,.If all quadratic eigenvalues of () = + + are distinct, then the solution can be written in terms of the quadratic eigenvalues and right quadratic eigenvectors as

  7. Rayleigh theorem for eigenvalues - Wikipedia

    en.wikipedia.org/wiki/Rayleigh_theorem_for...

    The theorem, as indicated above, applies to the resolution of equations called eigenvalue equations. i.e., the ones of the form HѰ = λѰ, where H is an operator, Ѱ is a function and λ is number called the eigenvalue. To solve problems of this type, we expand the unknown function Ѱ in terms of known functions. The number of these known ...

  8. Lis (linear algebra library) - Wikipedia

    en.wikipedia.org/wiki/Lis_(linear_algebra_library)

    Lis (Library of Iterative Solvers for linear systems, pronounced [lis]) is a scalable parallel software library to solve discretized linear equations and eigenvalue problems that mainly arise from the numerical solution of partial differential equations using iterative methods.

  9. Eigendecomposition of a matrix - Wikipedia

    en.wikipedia.org/wiki/Eigendecomposition_of_a_matrix

    A generalized eigenvalue problem (second sense) is the problem of finding a (nonzero) vector v that obeys = where A and B are matrices. If v obeys this equation, with some λ , then we call v the generalized eigenvector of A and B (in the second sense), and λ is called the generalized eigenvalue of A and B (in the second sense) which ...