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Computing the eigenvectors of a matrix with multiplex eigenvalues by SVD method

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Abstract

Every matrix is similar to a matrix in Jordan canonical form, which has very important sense in the theory of linear algebra and its engineering application. For a matrix with multiplex eigenvalues, an algorithm based on the singular value decomposition (SVD) for computing its eigenvectors and Jordan canonical form was proposed. Numerical simulation shows that this algorithm has good effect in computing the eigenvectors and its Jordan canonical form of a matrix with multiplex eigenvalues. It is superior to MATLAB and MATHEMATICA.

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Contributed by YE Qing-kai

Foundation items: the National Natural Science Foundation of China (69974003); Doctoral Point Foundation of Education Ministy PRC (20010001011)

Biography: CHI Bin (1974 ∼), Doctor

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Bin, C., Qing-kai, Y. Computing the eigenvectors of a matrix with multiplex eigenvalues by SVD method. Appl Math Mech 25, 257–262 (2004). https://doi.org/10.1007/BF02437328

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  • DOI: https://doi.org/10.1007/BF02437328

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Chinese Library Classification

2000 Mathematics Subject Classification

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