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Iterative Methods for Computing Eigenvalues and Eigenvectors

An examination of five numerical methods for finding eigenvalues and eigenvectors of real matrices, ranging from the power method through the QR method.

Average: 4 (2 votes)
Maysum Panju
Jeff Holt
University of Waterloo
Maysum Panju


Anonymous's picture

This 10-page document gives an introduction to numerical mathods for computing eigenvalues and eigenvectors. The document is fairly self-contained, assuming only basic knowledge of linear algebra. (A definition of eigenvalue and eigenvector is provided, but it would be better if the reader has had a more comprehensive introduction.) Numerical methods described include power, inverse power, Raleigh quotient, simultaneous iteration, and QR. The methods are compared and contrasted.

Anonymous's picture

PDF file that compares and contrasts five iterative methods for computing eigenvalues and eigenvectors. The article is self-contained and well-written but may be too advanced for an introductory linear algebra course.