Abstract
Iterative matrix eigenvalue algorithms are considered from a dynamical systems point of view. Local convergence properties are analyzed by means of global analysis. These methods are used to reproduce well-known results as well as develop new efficient algorithms. The methodology is universal in the sense that the convergence analysis of a wide class of algorithms can be treated in exactly the same way.
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Hüper, K. (2003). A Dynamical System Approach to Matrix Eigenvalue Algorithms. In: Rosenthal, J., Gilliam, D.S. (eds) Mathematical Systems Theory in Biology, Communications, Computation, and Finance. The IMA Volumes in Mathematics and its Applications, vol 134. Springer, New York, NY. https://doi.org/10.1007/978-0-387-21696-6_9
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DOI: https://doi.org/10.1007/978-0-387-21696-6_9
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