Solving the eigenvalue problem for matrices
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Publication:1052041
DOI10.1007/BF01093278zbMath0515.65033MaRDI QIDQ1052041
V. N. Kublanovskaya, L. T. Savinova
Publication date: 1983
Published in: Journal of Soviet Mathematics (Search for Journal in Brave)
algorithmsinvariant subspaceseigenvalue problemstest examplesRouth-Hurwitz problemALGOL programsarbitrary matrixquasitriangular matrix
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Algorithms in computer science (68W99) Software, source code, etc. for problems pertaining to numerical analysis (65-04)
Cites Work
- A computational method for eigenvalues and eigenvectors of a matrix with real eigenvalues
- A new similarity transformation method for eigenvalues and eigenvectors
- Handbook series linear algebra. Linear least squares solutions by Householder transformations
- Reduction of the symmetric eigenproblem \(Ax =\lambda Bx\) and related problems to standard form
- Solution to the complex eigenproblem by a norm reducing Jacobi type method
- The QR algorithm for real Hessenberg matrices
- Solution of linear algebraic systems with rectangular matrices
- Simultaneous iteration method for symmetric matrices
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