Eigenvalue Algorithms

concepts · 2 notes linked

Related: Wikipedia · Arpack · Numerical Linear Algebra · Krylov Methods · Sparse Matrix Computation · Qr Decomposition · Gram Schmidt Process · Least Squares

Notes

• Lanczos algorithm - Wikipedia — Iterative Krylov method finding extreme eigenvalues of large sparse Hermitian matrices
• QR decomposition - Wikipedia — Matrix factorization into orthogonal and upper-triangular factors