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Computation of the small eigenvalues of a matrix

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Abstract

We present the ALGOL programdeigv which computes the small (in absolute value) isolated eigenvalues and their eigenvectors for a real diagonalizable matrix. Test samples are included.

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Literature cited

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Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 80, pp. 167–180, 1978.

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Savinova, L.T. Computation of the small eigenvalues of a matrix. J Math Sci 28, 387–396 (1985). https://doi.org/10.1007/BF02104310

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  • DOI: https://doi.org/10.1007/BF02104310

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