The Eigenvalue Problem For Arbitrary Matrices
Heinz Rutishauser
Chapter Chapter 13 in Lectures on Numerical Mathematics, 1990, pp 440-457 from Springer
Abstract:
Abstract The determination of the eigenvalues of nonsymmetric matrices is much more difficult, if for no other reason than the fact that for such matrices a concept analogous to the quadratic form is missing, and consequently, there are no extremal properties either. In accordance with these facts, the statement that eigenvalues are changed only a little by small perturbations in the matrix elements is also no longer valid.
Keywords: Eigenvalue Problem; Minimal Polynomial; Dominant Eigenvalue; Arbitrary Matrix; Jordan Normal Form (search for similar items in EconPapers)
Date: 1990
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4612-3468-5_13
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DOI: 10.1007/978-1-4612-3468-5_13
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