Page 12 - Matrices theory and applications

xi
150
A Convergence Criterion . . . . . . . . . . . . . . . . . .
9.1
151
Basic Methods . .. .. ... .. .. ... .. .. ... ..
9.2
153
9.3
Two Cases of Convergence . .. .. ... .. .. ... ..
9.4
155
The Tridiagonal Case . . . . . . . . . . . . . . . . . . . .
The Method of the Conjugate Gradient . . . . . . . . . .
9.5
159
9.6
Exercises . ... .. .. ... .. .. ... .. .. ... ..
165
10 Approximation of Eigenvalues Contents 168
10.1 Hessenberg Matrices . ... .. .. ... .. .. ... .. 169
10.2 The QR Method .. .. ... .. .. ... .. .. ... .. 173
10.3 The Jacobi Method .. ... .. .. ... .. .. ... .. 180
10.4 The Power Methods .. ... .. .. ... .. .. ... .. 184
10.5 Leverrier’s Method .. ... .. .. ... .. .. ... .. 188
10.6 Exercises . ... .. .. ... .. .. ... .. .. ... .. 190
References 195
Index 199