How to Compute the Smallest / Largest Eigenvalue of a Symmetric Matrix

  • Baik, Ran (Department of Mathematics Honam university)
  • Published : 1999.12.31

Abstract

In this paper we develop a general Homotopy method called the Group Homotopy method to solve the symmetric eigenproblem. The Group Homotopy method overcomes notable drawbacks of the existing Homotopy method, namely, (i) the possibility of breakdown or having a slow rate of convergence in the presence of clustering of the eigenvalues and (ii) the absence of any definite criterion to choose a step size that guarantees the convergence of the method. On the other hand, We also have a good approximations of the largest eigenvalue of a Symmetric matrix from Lanczos algorithm. We apply it for the largest eigenproblem of a very large symmetric matrix with a good initial points.

Acknowledgement

Supported by : Korea research Foundation