Gregynog 99

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Abstract

Approximation and Inclusion of Multiple Matrix-Eigenvalues

S.M. Rump

An algorithm will be discussed for approximation and verified inclusion of clustered or multiple eigenvalues and invariant subspaces of real or complex matrices. The method includes a quadratically concergent iteration, and is applicable to the generalized eigenproblem as well. Computational examples will be given.

General Enquiries

Dr. Malcolm Brown.
Computer Science
Cardiff University
PO Box 916
Cardiff
CF24 3XF, U.K.

Malcom@cs.cf.ac.uk

N.B. All Mathematics appears in TeX/LaTeX source.

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