# Tagged Questions

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### Two Lagrange multipliers with one equation

I have an equation as below, $$Rw = \lambda_1R_aw + \lambda_2R_bw$$ where, $R$, $R_a$, and $R_b$ are positive definite at least semi-positive definite and Hermitian matrix. $\lambda_1$ and ...
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### Simultaneous eigenfunction problems

I'm familiar with solving eigenfunction problems using finite difference methods and eigenvalue solver like Eigensystem[] in Mathematica. But now I've come across a problem where I have two ...
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### Math hack for solving system of equations

Is it a "standard" Math/Numerical-Analysis hack to add a relatively small number e.g. 1*10E-5 to the diagonal of a squared matrix to ensure LU Decomposition (or whichever decomposition algorithm is ...
559 views

### Power iteration smallest eigenvalue?

I need to write a program which computes the largest and the smallest (in terms of absolute value) eigenvalues using both Power Iteration and Inverse Iteration. I can find them using the Inverse ...
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### Sturm-Liouville problem: eigenvalues

I have a Sturm-Liouville problem $$y'' + \lambda^2 y = 0, \\ y'(0) + \alpha_1 y(0) = 0, \\ y'(L) + \alpha_2 y(L) = 0,$$ where $\alpha_1 \alpha_2 \neq 0$. I found that eigenvalues are ...
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### Numerical Computation of Eigenvalues

I am trying to find the first few eigenvalues of an operator defined by the following PDE:  \begin{cases} -\Delta u +(1-\varphi)u=\lambda u, & \text{ on }\Omega = [0,1]^2 \\ u=0 & \text{ ...
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### How to determine the N-smallest eigenvalues of a symmetric matrix using the Power Method?

I was assigned to make a program that finds the largest, the N-largest, the smallest and the N-smallest eigenvalues of a symmetric matrix, using the Power Method. So far, I've been able to succesfully ...
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### Is there a version of the Gershgorin circle theorem that is suitable for nearly triangular matricies?

The Gershgorin circle theorem, http://en.wikipedia.org/wiki/Gershgorin_circle_theorem, gives bounds on the eigenvalues of a square matrix, and works well for nearly diagonal matrices. For a ...
281 views

### program for eigenvalue calculation

I have a n x n matrix. I would like to (a) take successively higher powers of the matrix and then multiply by projection vectors until the resulting vectors differ by only a scalar factor. (b) ...
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### Two linearly independent eigenvectors with eigenvalue zero

What is the only $2\times 2$ matrix that only has eigenvalue zero but does have two linearly independent eigenvectors? I know there is only one such matrix, but I'm not sure how to find it.
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### Using the Arnoldi Iteration to find the k largest eigenvalues of a matrix

I'm trying to obtain a general understanding of this algorithm which determines the k-largest eigenvalues of a matrix $A\in \mathbb{R}^{n\times n}$. How I see it: power iteration: take random ...
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### Library for Jacobi eigenvalue algorithm [closed]

I am looking for a C or C++ or fortran library that implements the Jacobi eigenvalue algorithm: http://en.wikipedia.org/wiki/Jacobi_eigenvalue_algorithm do you know if it is available?
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### Shifted Power Method

Using the shifted power method I find the eigenvalue (of the matrix A) farthest from a number $\mu$ and the corresponding eigenvector . In the method I follow the below steps: I first compute the ...