Eigenvalues and eigenvectors
Ian Jacques and
Colin Judd
Additional contact information
Ian Jacques: Coventry Lanchester Polytechnic, Department of Mathematics
Colin Judd: Coventry Lanchester Polytechnic, Department of Mathematics
Chapter 4 in Numerical Analysis, 1987, pp 71-128 from Springer
Abstract:
Abstract In this chapter we describe numerical techniques for the calculation of a scalar λ and non-zero vector x in the equation 4.1 $$ Ax = \lambda x $$ where A is a given n × n matrix. The quantities λ and x are usually referred to as an eigenvalue and an eigenvector of A. They arise in many different branches of mathematics including quadratic forms, differential systems and non-linear optimization, and can be used to solve problems from such diverse fields as economics, information theory, structural analysis, electronics and control theory.
Keywords: Tridiagonal Matrix; Dominant Eigenvalue; Inverse Iteration; Hessenberg Matrix; Hessenberg Form (search for similar items in EconPapers)
Date: 1987
References: Add references at CitEc
Citations:
There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-94-009-3157-2_4
Ordering information: This item can be ordered from
http://www.springer.com/9789400931572
DOI: 10.1007/978-94-009-3157-2_4
Access Statistics for this chapter
More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().