MVEX01-19-05 Comparison of different algorithms for the solution of symmetric eigenproblems

​Algorithms for the solution of eigenproblems arise in many different fields of science like computational fluid dynamics, solid mechanics, electrical networks, signal analysis, and optimisation. In this project we will study numerical methods for the solution of eigenvalue problems which are based on different transformation techniques for symmetric matrices. We are going to study following algorithms for the symmetric eigenproblem: tridiagonal QR iteration. Rayleigh quotient iteration, Divide-and-conquer, bisection and inverse iteration, Jacobi method.

We will discover convergence for all these algorithms and compare their performance with respect to applicability, reliability, accuracy, and efficiency. Programs written in Matlab will demonstrate performance for every algorithm on the solution of practical problems.

Projektkod MVEX01-19-05
Gruppstorlek 3-4 studenter
Målgrupp GU- och Chalmersstudenter. För GU-studenter räknas projektet som ett projekt i Tillämpad Matematik (MMG900/MMG920).​
Projektspecifika förkunskapskrav
Se respektive kursplan för allmänna förkunskapskrav. Utöver de allmänna förkunskapskraven i MVEX01 ska Chalmersstudenter ha avklarat kurser i en- och flervariabelanalys, linjär algebra och matematisk statistik.
Handledare Larisa Beilina, 031-7725367, larisa.beilina@chalmers.se
Examinator Maria Roginskaya, Ulla Dinger
Institution Matematiska vetenskaper​​

Publicerad: to 11 okt 2018. Ändrad: on 24 okt 2018