Application of differential equations to synthesize a class of algorithms for numerical solution of a partial eigenvalue problem

DOI10.1007/BF02407144zbMath0939.65060OpenAlexW2091206007MaRDI QIDQ1974992

A. B. Peiko, S. V. Shil'man

Publication date: 27 March 2000

Published in: Computational Mathematics and Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02407144

zbMATH Keywords

eigenvectordifference schemelargest eigenvaluestability of solutionsrecursive algorithmsnonsymmetric matricespartial eigenvalue problemcorresponding differential equation

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Nonlinear ordinary differential equations and systems (34A34) Stability of solutions to ordinary differential equations (34D20) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical investigation of stability of solutions to ordinary differential equations (65L07)

Cites Work

• Method of stochastic approximation in the determination of the largest eigenvalue of the mathematical expectation of random matrices
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