Questions tagged [eigenvalues]
Eigenvalues are a special set of scalars associated with a linear system of equations (i.e., a matrix equation) that are sometimes also known as characteristic roots, characteristic values (Hoffman and Kunze 1971), proper values, or latent roots (Marcus and Minc 1988, p. 144).
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Difficulty with Spectral Method using Chebyshev Polynomials
I am having a bit of difficulty in trying to understand a paper. The paper uses spectral method to solve for an eigenvalue that comes from a system of coupled ODEs. I will write out only one equation ...
6
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1answer
255 views
Dense generalized hermitian indefinite eigenvalue problem
Lapack contains a driver routine to solve dense generalized Hermitian positive definite eigenvalue problems of the form $Ax=\lambda Bx$, where $A$ and $B$ are both Hermitian, and $B$ is positive ...
3
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1answer
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What is the worst case complexity of the symmetric tridiagonal QR eigenvalue algorithm?
Ignoring eigenvectors, the shifted QR algorithm for computing eigenvalues in the symmetric tridiagional case costs $O(n)$ per iteration, converges globally, and converges cubically near the end. What ...
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Can all eigenvalues of a Hermitian Toeplitz matrix be computed in $\tilde{O}(n)$ time?
I know there are "superfast" $O(n \log^p n)$ algorithms for solving Toeplitz linear systems. Is it possible to compute all eigenvalues of such a matrix with the same complexity?
