Numerical Linear Algebra

concepts · 3 notes linked

Related: Eigenvalues · Wikipedia · Arpack · Eigenvalue Algorithms · Krylov Methods · Sparse Matrix Computation · Sas · Power Iteration

Notes

• Calculator for eigenvalues and eigenvectors — Interactive web tool computing eigenvalues and eigenvectors for matrices
• Lanczos algorithm - Wikipedia — Iterative Krylov method finding extreme eigenvalues of large sparse Hermitian matrices
• The power method: compute only the largest eigenvalue of a matrix — Iterative algorithm to compute only the largest matrix eigenvalue efficiently