Lecture 18 - Eigenvalue Problem

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Topics: Eigenvalue problem; properties of eigenvalues; Rayleigh quotient; power method;

Here you find the slides of lecture 18: 18lecture.pdf Download 18lecture.pdf

 

Further reading:

• Sauer, T.: Numerical Analysis: Chapter 12.1
• Bryan, K. and Leise, T.: The $25,000,000,000 Eigenvector: The Linear Algebra behind Google Links to an external site.