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Eigen Value Approximation algorithms?

  1. Jun 22, 2013 #1
    Hi Guys,

    I have just started studying about this field.

    Can you give me some ideas about some best eigen value estimators? Both for SPD and non-SPD matrices.

    Thanks you. :-)
     
  2. jcsd
  3. Jun 22, 2013 #2

    lurflurf

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    Homework Helper

    You know there are whole books about that. The power method and QRmethod are often covered first.
     
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