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2.4 Eigenvalues and Eigenvectors
Given a quadratic matrix
, the eigenvalues are
defined by
|
(2.3) |
and the corresponding eigenvectors are
|
(2.4) |
Normally one uses library subroutines, such as NAG F01xxx or
ESSL SGEEV.
If only a few eigenvalues and the associated
eigenvectors are needed then simple iterative procedures may be used.
Subsections
Franz J. Vesely Oct 2005
See also: "Computational Physics - An Introduction," Kluwer-Plenum 2001