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  2. Eigenvalue algorithm - Wikipedia

    en.wikipedia.org/wiki/Eigenvalue_algorithm

    The eigenvalue algorithm can then be applied to the restricted matrix. This process can be repeated until all eigenvalues are found. If an eigenvalue algorithm does not produce eigenvectors, a common practice is to use an inverse iteration based algorithm with μ set to a close approximation to the

  3. Jacobi eigenvalue algorithm - Wikipedia

    en.wikipedia.org/wiki/Jacobi_eigenvalue_algorithm

    3. The eigenvalues are not necessarily in descending order. This can be achieved by a simple sorting algorithm. for k := 1 to n−1 do m := k for l := k+1 to n do if e l > e m then m := l endif endfor if k ≠ m then swap e m,e k swap E m,E k endif endfor. 4. The algorithm is written using matrix notation (1 based arrays instead of 0 based). 5.

  4. Divide-and-conquer eigenvalue algorithm - Wikipedia

    en.wikipedia.org/wiki/Divide-and-conquer...

    This technique can be used to improve the efficiency of many eigenvalue algorithms, but it has special significance to divide-and-conquer. For the rest of this article, we will assume the input to the divide-and-conquer algorithm is an real symmetric tridiagonal matrix . The algorithm can be modified for Hermitian matrices.

  5. Eigendecomposition of a matrix - Wikipedia

    en.wikipedia.org/wiki/Eigendecomposition_of_a_matrix

    For more general matrices, the QR algorithm yields the Schur decomposition first, from which the eigenvectors can be obtained by a backsubstitution procedure. [13]) For Hermitian matrices, the Divide-and-conquer eigenvalue algorithm is more efficient than the QR algorithm if both eigenvectors and eigenvalues are desired. [11]

  6. 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.

  7. Eigenvalues and eigenvectors - Wikipedia

    en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

    The first numerical algorithm for computing eigenvalues and eigenvectors appeared in 1929, when Richard von Mises published the power method. One of the most popular methods today, the QR algorithm, was proposed independently by John G. F. Francis [18] and Vera Kublanovskaya [19] in 1961. [20] [21]

  8. Power iteration - Wikipedia

    en.wikipedia.org/wiki/Power_iteration

    In mathematics, power iteration (also known as the power method) is an eigenvalue algorithm: given a diagonalizable matrix, the algorithm will produce a number , which is the greatest (in absolute value) eigenvalue of , and a nonzero vector , which is a corresponding eigenvector of , that is, =.

  9. 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.