Numerical methods for matrix eigenvalue calculation
In numerical analysis, one of the most important problems is designing efficient and stable algorithms for finding the eigenvalues of a matrix. These eigenvalue algorithms may also find eigenvectors.
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is designing efficient and stable algorithms for finding the eigenvalues of a matrix. These eigenvaluealgorithms may also find eigenvectors. Given an...
numerical linear algebra, the Jacobi eigenvaluealgorithm is an iterative method for the calculation of the eigenvalues and eigenvectors of a real symmetric...
linear algebra, the QR algorithm or QR iteration is an eigenvaluealgorithm: that is, a procedure to calculate the eigenvalues and eigenvectors of a matrix...
is the eigenvalue. The above equation is called the eigenvalue equation or the eigenvalue problem. This yields an equation for the eigenvalues p ( λ )...
Eigenmoments Eigenvaluealgorithm Quantum states Jordan normal form List of numerical-analysis software Nonlinear eigenproblem Normal eigenvalue Quadratic...
In 1988, Ojalvo produced a more detailed history of this algorithm and an efficient eigenvalue error test. Input a Hermitian matrix A {\displaystyle A}...
iteration is an eigenvaluealgorithm and an important example of an iterative method. Arnoldi finds an approximation to the eigenvalues and eigenvectors...
known as the power method) is an eigenvaluealgorithm: given a diagonalizable matrix A {\displaystyle A} , the algorithm will produce a number λ {\displaystyle...
but not exactly, equal eigenvalues Convergent matrix — square matrix whose successive powers approach the zero matrix Algorithms for matrix multiplication:...
{\displaystyle M} . Two-sided Jacobi SVD algorithm—a generalization of the Jacobi eigenvaluealgorithm—is an iterative algorithm where a square matrix is iteratively...
estimation algorithm is a quantum algorithm to estimate the phase corresponding to an eigenvalue of a given unitary operator. Because the eigenvalues of a unitary...
an iterative eigenvaluealgorithm. It allows one to find an approximate eigenvector when an approximation to a corresponding eigenvalue is already known...
squares (LLS) problem and is the basis for a particular eigenvaluealgorithm, the QR algorithm. Any real square matrix A may be decomposed as A = Q R ...
an eigenvaluealgorithm which extends the idea of the inverse iteration by using the Rayleigh quotient to obtain increasingly accurate eigenvalue estimates...
the ground-state eigenvector and eigenvalue of a Hermitian operator. The quantum approximate optimization algorithm takes inspiration from quantum annealing...
difference method and relaxation method) matrix eigenvalue problem (using e.g. Jacobi eigenvaluealgorithm and power iteration) All these methods (and several...
theorem to get exact values of all eigenvalues. It is also used in eigenvaluealgorithms to obtain an eigenvalue approximation from an eigenvector approximation...
&\\{*}&&&\cdots &&&*\end{bmatrix}}.} It is the core operation in the Jacobi eigenvaluealgorithm, which is numerically stable and well-suited to implementation on...
decomposition of its companion matrix. Similarly, the QR algorithm is used to compute the eigenvalues of any given matrix, which are the diagonal entries of...
dominant system of linear equations Jacobi eigenvaluealgorithm, a method for calculating the eigenvalues and eigenvectors of a real symmetric matrix...
QR engine QR decomposition, a decomposition of a matrix QR algorithm, an eigenvaluealgorithm to perform QR decomposition Quadratic reciprocity, a theorem...
matrix algorithm, requiring O(n) operations. When a tridiagonal matrix is also Toeplitz, there is a simple closed-form solution for its eigenvalues, namely:...
of V such that f(v) = av for some scalar a in F. This scalar a is an eigenvalue of f. If the dimension of V is finite, and a basis has been chosen, f...