A dynamical system approach to matrix eigenvalue algorithms

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A survey of iterative matrix eigenvalue algorithms from a dynamical systems point of view is given. The paper consists of three parts. First, a calculus approach to the local convergence analysis of Jacobi-type algorithms is presented. Next, the nonsymmetric eigenvalue problem introducing new algorithms is studied. Thirdly, a new shifted QR-type algorithm, which is in some sense a generalization of the Rayleigh Quotient Iteration to a full symmetric matrix, is presented. These methods are used to reproduce well-known results and develop new efficient algorithms. For the entire collection see [Zbl 1024.00040].











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