MVEX01-15-05 Theoretical and numerical 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 MVEX01-15-05
Gruppstorlek 3-4
Handledare Docent Larisa Beilina, 031-7725367 ,
Examinator Maria Roginskaya
Institution Matematiska vetenskaper

Publicerad: må 08 maj 2017.