Abstract

A SURVEY OF EXISTING ALGORITHMS FOR THE EIGENVALUE COMPUTATION PROBLEMS OF REAL SYMMETRIC MATRICES

BELLO DANIEL OLUYINKA

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Abstract This paper is concerned with several ways to compute eigenvalues and eigenvectors for a real matrix. All methods for computing eigenvalues and eigenvectors are iterative in nature, except for very small matrices. The basic concept of eigenvalues and eigenvectors were discussed. The three methods examined here range from the simple power method, inverse power method to Rayleigh Quotient method. These are methods for computing a single eigenpair, but they are modified to find several. The derivatives, procedure, and advantages of each are briefly discussed, (Keywords: Eigenvalue, Iterative, Convergence, Inverse, Power, Ray-quotient)

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