Hi,
I need to solve Eigen Value problem using a program.
How to do that?
Kaushik
Eigenvalue
Moderator: Board moderators
Should this be posted in the algorithm forum?
Anyway, I once wrote a routine to compute the eigenvalue. For the method that I adopted, the major step is to compute the QR factorization of a square matrix. Linear Algebra and Its Applications is a good (and easy) reference for this. One of the chapter (the chapter of eigenvector?) contains a brief description of how the eigenvalues could be computed with QR factorization.
Anyway, I once wrote a routine to compute the eigenvalue. For the method that I adopted, the major step is to compute the QR factorization of a square matrix. Linear Algebra and Its Applications is a good (and easy) reference for this. One of the chapter (the chapter of eigenvector?) contains a brief description of how the eigenvalues could be computed with QR factorization.
Its also described here nicely
http://distance-ed.math.tamu.edu/Math64 ... node6.html
But it also says that there are methods for accelerating convergence of the QR method.
Could you point to me where it is explained on how to accelerate convergence of QR method?
http://distance-ed.math.tamu.edu/Math64 ... node6.html
But it also says that there are methods for accelerating convergence of the QR method.
Could you point to me where it is explained on how to accelerate convergence of QR method?