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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. Eigenvalue perturbation - Wikipedia

    en.wikipedia.org/wiki/Eigenvalue_perturbation

    In mathematics, an eigenvalue perturbation problem is that of finding the eigenvectors and eigenvalues of a system = that is perturbed from one with known eigenvectors and eigenvalues =. This is useful for studying how sensitive the original system's eigenvectors and eigenvalues x 0 i , λ 0 i , i = 1 , … n {\displaystyle x_{0i},\lambda _{0i ...

  5. Eigenvalues and eigenvectors - Wikipedia

    en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

    [9] [26] [42] By the definition of eigenvalues and eigenvectors, γ T (λ) ≥ 1 because every eigenvalue has at least one eigenvector. The eigenspaces of T always form a direct sum. As a consequence, eigenvectors of different eigenvalues are always linearly independent.

  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. SLEPc - Wikipedia

    en.wikipedia.org/wiki/SLEPc

    SLEPc [1] is a software library for the parallel computation of eigenvalues and eigenvectors of large, sparse matrices. It can be seen as a module of PETSc that provides solvers for different types of eigenproblems, including linear (standard and generalized) and nonlinear ( quadratic , polynomial and general ), as well as the SVD .

  8. LOBPCG - Wikipedia

    en.wikipedia.org/wiki/LOBPCG

    Kantorovich in 1948 proposed calculating the smallest eigenvalue of a symmetric matrix by steepest descent using a direction = of a scaled gradient of a Rayleigh quotient = (,) / (,) in a scalar product (,) = ′, with the step size computed by minimizing the Rayleigh quotient in the linear span of the vectors and , i.e. in a locally optimal manner.

  9. Eigenvalues and eigenvectors of the second derivative

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

    Note that there are 2n + 1 of these values, but only the first n + 1 are unique. The (n + 1)th value gives us the zero vector as an eigenvector with eigenvalue 0, which is trivial. This can be seen by returning to the original recurrence. So we consider only the first n of these values to be the n eigenvalues of the Dirichlet - Neumann problem.