Approximation of Eigenvalues and Eigenvectors
In this chapter we deal with approximations of the eigenvalues and eigen-vectors of a matrix A ∈ ℂn×n Two main classes of numerical methods exist to this purpose, partial methods, which compute the extremal eigen-values of A (that is, those having maximum and minimum module), or global methods, which approximate the whole spectrum of A.
KeywordsSingular Value Decomposition Lanczos Method Inverse Iteration Complex Conjugate Eigenvalue Extremal Eigenvalue
Unable to display preview. Download preview PDF.