MVEX01-18-03 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.

Obs! För GU-studenter räknas projektet som ett projekt i Tillämpad Matematik (MMG900/MMG920).​

Projektkod MVEX01-18-03
Gruppstorlek 3-4
Handledare Larisa Beilina, 031-7725367 , larisa.beilina@chalmers.se
Examinator Maria Roginskaya, Marina Axelson-Fisk
Institution Matematiska vetenskaper​​

Publicerad: to 26 okt 2017. Ändrad: må 30 okt 2017