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Approximation of Eigenvalues and Eigenvectors

  • Alfio Quarteroni
  • Riccardo Sacco
  • Fausto Saleri
Part of the Texts in Applied Mathematics book series (TAM, volume 37)

Abstract

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.

Keywords

Singular Value Decomposition Lanczos Method Inverse Iteration Complex Conjugate Eigenvalue Extremal Eigenvalue 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 2007

Authors and Affiliations

  • Alfio Quarteroni
    • 1
  • Riccardo Sacco
    • 2
  • Fausto Saleri
    • 3
  1. 1.Department of MathematicsEcole Polytechnique, Fédérale de LausanneLausanneSwitzerland
  2. 2.Dipartimento di MatematicaPolitecnico di MilanoMilanItaly
  3. 3.Dipartimento di Matematica, “F. Enriques”Università degli Studi di MilanoMilanItaly

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