Symmetric Eigenvalue Problem

• Goal: compute all the eigenvalues and eigenvectors of a a symmetric matrix.

• Nice properties:

  • Eigenvalues are real
  • Eigenvectors are orthogonal

• Three steps:

  • Tridiagonalization:
  • Spectral decomposition
  • Back transform vectors

• Use D&C approach

Previous slide

Next slide

Back to first slide

View graphic version