Algebraic Eigenvalue Problems
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چکیده
Even if both A and B are real-valued, it is likely that λ and x are complexvalued. Finding the solution of eigensystems is a fairly complicated procedure. It is at least as difficult as finding the roots of polynomials. Therefore, any numerical method for solving eigenvalue problems is expected to be iterative in nature. Algorithms for solving eigenvalue problems include the power method, subspace iteration, the QR algorithm, the Jacobi method, the Arnoldi method and the Lanczos algorithm. Some major references in this field are given at the end of this note.
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