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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. Eigenvalues and eigenvectors - Wikipedia

    en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

    For a matrix, eigenvalues and eigenvectors can be used to decompose the matrix—for example by diagonalizing it. Eigenvalues and eigenvectors give rise to many closely related mathematical concepts, and the prefix eigen-is applied liberally when naming them:

  4. 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 ...

  5. 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.

  6. QR algorithm - Wikipedia

    en.wikipedia.org/wiki/QR_algorithm

    The vector converges to an eigenvector of the largest eigenvalue. Instead, the QR algorithm works with a complete basis of vectors, using QR decomposition to renormalize (and orthogonalize). For a symmetric matrix A , upon convergence, AQ = QΛ , where Λ is the diagonal matrix of eigenvalues to which A converged, and where Q is a composite of ...

  7. 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.

  8. Eigendecomposition of a matrix - Wikipedia

    en.wikipedia.org/wiki/Eigendecomposition_of_a_matrix

    A conjugate eigenvector or coneigenvector is a vector sent after transformation to a scalar multiple of its conjugate, where the scalar is called the conjugate eigenvalue or coneigenvalue of the linear transformation. The coneigenvectors and coneigenvalues represent essentially the same information and meaning as the regular eigenvectors and ...

  9. Generalized eigenvector - Wikipedia

    en.wikipedia.org/wiki/Generalized_eigenvector

    In linear algebra, a generalized eigenvector of an matrix is a vector which satisfies certain criteria which are more relaxed than those for an (ordinary) eigenvector. [ 1 ] Let V {\displaystyle V} be an n {\displaystyle n} -dimensional vector space and let A {\displaystyle A} be the matrix representation of a linear map from V {\displaystyle V ...