Numerical methods for general and structured eigenvalue problems

Author(s)

    • Kressner, Daniel

Bibliographic Information

Numerical methods for general and structured eigenvalue problems

Daniel Kressner

(Lecture notes in computational science and engineering, 46)

Springer, c2005

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Note

Includes bibliographical references and index

Description and Table of Contents

Description

This book is about computing eigenvalues, eigenvectors, and invariant subspaces of matrices. Treatment includes generalized and structured eigenvalue problems and all vital aspects of eigenvalue computations. A unique feature is the detailed treatment of structured eigenvalue problems, providing insight on accuracy and efficiency gains to be expected from algorithms that take the structure of a matrix into account.

Table of Contents

The QR Algorithm.- The QZ Algorithm.- The Krylov-Schur Algorithm.- Structured Eigenvalue Problems.- Background in Control Theory Structured Eigenvalue Problems.- Software.

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