Naslov
Symmetric Matrix Eigenvalue Techniques

Autori
Slapničar, Ivan

Vrsta, podvrsta i kategorija rada
Poglavlja u knjigama, pregledni

Knjiga
CRC Handbook of Linear Algebra

Urednik/ci
Hogben, Leslie

Izdavač
Chapman & Hall ; CRC Press

Godina
2007

Raspon stranica
42:1-42:23

ISBN
1584885106

Ključne riječi
symmetric matrix, eigenvalues, eigenvectors, power method, inverse iteration method, bisection method, tridiagonalization, QR iteration, divide and conquer method, method of relatively robust representations, Jacobi method, Lanczos method

Sažetak
The article describes symmetric matrix eigenvalue techniques: basic methods (power method, inverse iteration, orthogonal iteration and QR iteration), tridiagonalization and implicitly shifted QR method, divide-and-conquer method, bisection and inverse iteration, the method of multiple relatively robust representations, Jacobi method and Lanczos method. For each method we give algorithms, basic theoretical facts and examples. The article concludes by giving comparison of the methods which are implemented in LAPack.

Izvorni jezik
Engleski

Znanstvena područja
Matematika

Napomena
Knjiga CRC Handbook of Linear Algebra daje state-of-the-art pregled linearne algebre, njenih primjena, te numeričke linearne algebre. Radovi u ovoj knjizi su isključivo po pozivu urednika.

POVEZANOST RADA