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3. Calculating eigenvalues
Methods for calculating the eigenvalues of a matrix fall into two classes, depending on whether you want to calculate all the eigenvalues or only those with the largest modulus.
Further information on eigenvalue calculation methods can be found in the references
3.1 Power method
She enters the second class.
Let A be the matrix whose eigenvalues we want to...
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Calculating eigenvalues
Bibliographies
References
Publications on numerical analysis
(list in alphabetical order, not exhaustive)
Advances in Computational Mathematics
Applied Numerical Mathematics
BIT Numerical Mathematics
Computer Aided Geometric Design
Constructive Approximation
Journal of Approximation Theory
...
Calculation software
(non-exhaustive list)
The best known is MATLAB http://www.mathworks.fr/
A guide to available calculation software can be found at : http://gams.nist.gov/
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