Algorithms of eigenvalues and eigenvectors
Many fields make use of the concepts about eigenvalues in their studies. In engineering, physics, statistics and computer science, computation of eigenvalues is needed. However, computation of eigenvalues is normally tedious. Mathematicians have designed relatively easy methods in computing eigenval...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
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Animo Repository
1996
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| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/etd_bachelors/16337 |
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| Institution: | De La Salle University |
| Language: | English |
| Summary: | Many fields make use of the concepts about eigenvalues in their studies. In engineering, physics, statistics and computer science, computation of eigenvalues is needed. However, computation of eigenvalues is normally tedious. Mathematicians have designed relatively easy methods in computing eigenvalues.
In this study, some known methods of eigenvalue computation are discussed namely the Power method, Inverse power method, Rayliegh Quotient Iteration method and the Householder transformation method. At the end, Rayleigh Quotient Iteration Method is determined to have the fastest convergence.
A computer program including these for methods is provided which is valid for a specific kinds of matrix. |
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