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Computation of the Eigenelements of a matrix by the ϵ-algorithm

Authors
Journal
Linear Algebra and its Applications
0024-3795
Publisher
Elsevier
Publication Date
Volume
11
Issue
1
Identifiers
DOI: 10.1016/0024-3795(75)90113-5
Disciplines
  • Computer Science

Abstract

Abstract In this paper we give two generalizations of the well-known power method for computing the dominant eigenvalue of a matrix. These generalizations are based on the ϵ-algorithm and allow one to compute simultaneously all the eigenvalues and the eigenvectors of a matrix. We assume here that all the eigenvalues have distinct modulus, but a forthcoming version of our algorithms will allow complex and multiple eigenvalues. Some numerical results are given which show how the method works.

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