Eigenvalue algorithms#
Cauchy’s spectral theorem for symmetric matrices, and hand-rolled power iteration and inverse iteration – two routes to a single eigenpair when the full spectrum isn’t needed.
Also: Gershgorin discs, Lanczos iteration for a few eigenpairs of a large sparse matrix, and the QR algorithm converging to the Schur form.
Cauchy’s spectral theorem: principal axes of a quadratic form
Cauchy's spectral theorem: principal axes of a quadratic form
Von Mises power iteration and Wielandt inverse iteration
Von Mises power iteration and Wielandt inverse iteration
