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Eigenvalues

  • Günther Hämmerlin
  • Karl-Heinz Hoffman
Part of the Undergraduate Texts in Mathematics book series (UTM)

Abstract

In Chapter 2 we have seen that in order to compute a singular-value decomposition of a matrix A, we need to have the eigenvalues of A T A. This process was illustrated in Example 2.6.3, where because of the small size of the problem, we were able to find the necessary eigenvalues by hand calculation. For larger problems, however, this is no longer possible, and we need to use a computer to find eigenvalues. Such problems arise, for example, in the study of oscillations, where the eigenfrequences are to be determined by discretizing the associated differential equation. In this chapter we discuss various methods for computing eigenvalues of matrices.

Keywords

Similarity Transformation Tridiagonal Matrix Rayleigh Quotient Jacobi Method Matrix Sequence 
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-Verlag New York Inc. 1991

Authors and Affiliations

  • Günther Hämmerlin
    • 1
  • Karl-Heinz Hoffman
    • 2
  1. 1.Mathematisches InstitutLudwig-Maximilians-UniversitätMünchen 2Germany
  2. 2.Mathematisches InstitutUniversität AugsburgAugsburgGermany

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