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  2. Rayleigh quotient iteration - Wikipedia

    en.wikipedia.org/wiki/Rayleigh_quotient_iteration

    Rayleigh quotient iteration is an eigenvalue algorithm which extends the idea of the inverse iteration by using the Rayleigh quotient to obtain increasingly accurate eigenvalue estimates. Rayleigh quotient iteration is an iterative method , that is, it delivers a sequence of approximate solutions that converges to a true solution in the limit.

  3. 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 ...

  4. 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.

  5. Jacobi eigenvalue algorithm - Wikipedia

    en.wikipedia.org/wiki/Jacobi_eigenvalue_algorithm

    It calculates a vector e which contains the eigenvalues and a matrix E which contains the corresponding eigenvectors; that is, is an eigenvalue and the column an orthonormal eigenvector for , i = 1, ..., n. procedure jacobi(S ∈ R n×n; out e ∈ R n; out E ∈ R n×n) var i, k, l, m, state ∈ N s, c, t, p, y, d, rR ind ∈ N n changed ...

  6. Eigenvalues and eigenvectors - Wikipedia

    en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

    Suppose the eigenvectors of A form a basis, or equivalently A has n linearly independent eigenvectors v 1, v 2, ..., v n with associated eigenvalues λ 1, λ 2, ..., λ n. The eigenvalues need not be distinct. Define a square matrix Q whose columns are the n linearly independent eigenvectors of A,

  7. 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.

  8. Sylvester's formula - Wikipedia

    en.wikipedia.org/wiki/Sylvester's_formula

    If a matrix A is both Hermitian and unitary, then it can only have eigenvalues of , and therefore = +, where + is the projector onto the subspace with eigenvalue +1, and is the projector onto the subspace with eigenvalue ; By the completeness of the eigenbasis, + + =.

  9. Rayleigh–Ritz method - Wikipedia

    en.wikipedia.org/wiki/Rayleigh–Ritz_method

    Hence M = [m 1, m 2] and K = [k 1, k 2]. A mode shape is assumed for the system, with two terms, one of which is weighted by a factor B , e.g. Y = [1, 1] + B [1, −1]. Simple harmonic motion theory says that the velocity at the time when deflection is zero, is the angular frequency ω {\displaystyle \omega } times the deflection (y) at time of ...