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Core-chasing algorithms for the eigenvalue problem
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ISBN: 9781611975338 1611975336 Year: 2018 Publisher: Philadelphia Society for Industrial and Applied Mathematics

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"For the past 50 years the workhorse algorithm for solving eigenvalue problems has been Francis's implictly shifted QR algorithm. We present here a new formulation of Francis's algorithm that operates on the QR factors of a matrix A rather than A itself. This is not in any existing book. A popular way to compute the roots of a polynomial is to form the companion matrix and compute its eigenvalues (which are exactly the roots of the polynomial). This is what Matlab's roots command does. Our new formulation leads to a better algorithm for solving the companion eigenvalue problem (which is unitary-plus-rank-one). Our algorithm is faster than all of the competing algorithms. We can prove it is backward stable, and it is stable in a stronger sense than the algorithm that Matlab uses. Thus our algorithm is faster and more accurate than Matlab's. In the final chapter we present a generalization of Francis's algorithm that we published (in a SIAM journal) a few years ago. This applies to all classes of eigenvalue problems, structured or not. This is not in any book. Our monograph presents a unified treatment of several classes of eigenvalue problems. We listed them above, but here they are again: unitary, unitary-plus-rank-one (companion matrices and pencils), symmetric, symmetic-plus-rank-one, matrix polynomials. We also provide new insights into matrix eigenvalue problems with no special structure. These are the results of our research of the past few years. This is hot off the press. Most of this material has appeared in our publications, but none of it is in any book. In recent conference presentations we have mentioned that we are working on a book. Informal feedback suggests there is significant interest in this book among researchers in numerical linear algebra"--

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Eigenvalues


Book
A proof of Alon's second eigenvalue conjucture and related problems.
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ISBN: 9780821842805 Year: 2008 Publisher: Providence American Mathematical Society

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Eigenvalues

The symmetric eigenvalue problem
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ISBN: 0898714028 9780898714029 Year: 1998 Volume: 20 Publisher: Philadelphia (Pa.): Society for industrial and applied mathematics,

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Eigenvalues of matrices
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ISBN: 9781611972450 1611972450 Year: 2012 Volume: 71 Publisher: Philadelphia: Society for industrial and applied mathematics,

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Boundary eigenvalue problems
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Year: 1986 Publisher: Bahía Blanca: Universidad nacional del Sur,

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Multiparameter eigenvalue problems : Sturm-Liouville theory
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ISBN: 9781439816226 Year: 2010 Publisher: Boca Raton (Fla.) : CRC press,

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"With special attention to the Sturm-Liouville theory, this book discusses the full multiparameter theory as applied to second-order linear equations. It considers the spectral theory of these multiparameter problems in detail for both the regular and singular cases. The text covers eignencurves, the essential spectrum, eigenfunctions, oscillation theorems, the distribution of eigencurves, the limit point, limit circle theory, and more. This text is the culmination of more than two decades of research by F.V. Atkinson, one of the masters in the field, and his successors, who continued his work after he passed away in 2002"--


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Some limit theorems for the eigenvalues of a sample covariance matrix
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Year: 1976 Publisher: Uppsala : Uppsala University, Dept. of Mathematics,

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Large Deviations of Condition Numbers and Extremal Eigenvalues of Random Matrices.
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ISBN: 9789180751568 9789180751575 Year: 2023 Publisher: Linköping : Linkopings Universitet,

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The book 'Large Deviations of Condition Numbers and Extremal Eigenvalues of Random Matrices' is a scientific dissertation by Denise Uwamariya, focusing on the analysis of random matrices from the perspective of large deviations of condition numbers and extremal eigenvalues. It is a comprehensive study of two types of sequences of random matrices: the sequence of sample covariance matrices and the sequence of β´Laguerre (or Wishart) ensembles. The author explores two scenarios: one where one of the dimension size and the sample size is much larger than the other, and the other where the two sizes are comparable. The book contributes to the field of mathematics by proposing new methods for describing asymptotics for large deviations of stochastic condition numbers and extreme eigenvalues.


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The matrix eigenvalue problem : GR and Krylov subspace methods
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ISBN: 9780898716412 0898716411 Year: 2007 Publisher: Philadelphia: Society for industrial and applied mathematics,

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Perturbation bounds for matrix eigenvalues
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ISBN: 9780898716313 0898716314 Year: 2007 Publisher: Philadelphia: Society for industrial and applied mathematics,

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