Eigenvalue computation in the 20th century (Q1591174)

This excellent paper gives a comprehensive survey of the computational methods for eigenvalue problems. Canonical forms, perturbation theorems are first introduced, and then the Jacobi method and the power method are discussed. Reduction algorithms and iteration methods are the subjects of the next part. Among related topics the singular value decomposition, nonlinear eigenvalue problems, pseudospectra, and homotopy methods are analyzed. A brief summary of related software concludes the paper.