Some Perspectives on the Eigenvalue Problem

DOI10.1137/1035090zbMath0786.65032OpenAlexW1964650420MaRDI QIDQ3142768

David S. Watkins

Publication date: 20 December 1993

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1035090

zbMATH Keywords

algorithmsnumerical integrationpower methodArnoldi methodalgebraic eigenvalue problemQR algorithmsubspace iterationmeasure selectionrecursion of orthogonal polynomialssymmetric Lanczos methods

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Numerical quadrature and cubature formulas (65D32) Orthogonalization in numerical linear algebra (65F25)

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