Real Symmetric Matrices
Part of the Progress in Scientific Computing book series (PSC, volume 4)
The FORTRAN codes in this chapter address the question of computing distinct eigenvalues and corresponding eigenvectors of real symmetric matrices, using a single-vector Lanczos procedure. For a given real symmetric matrix A, these codes compute real scalars λ and corresponding real vectors x ≠ 0, such that
DEFINITION 2.1.1 A real nxn matrix A = (aij), 1 ≤ i,j ≤ n, is a real symmetric matrix if and only if for every i and j, aij = aji.
$$ Ax = \lambda x$$
KeywordsCHOLESKY Factor Distinct Eigenvalue Real Symmetric Matrix Inverse Iteration Real Symmetric Matrice
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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© Birkhäuser Boston, Inc. 1985