Title :
On the Newton´s Iterative Method for the Characteristic Equation of a Real Symmetric Matrix
Author :
Militaru, Romulus
Author_Institution :
Dept. of Appl. Math., Craiova Univ., Dolj
Abstract :
The present paper studies the numerical computation of the extreme eigenvalues of a n times n real symmetric matrix A, by the means of the Newton´s approximate method for the characteristic polynomial PA(lambda). An iterative algorithm is also presented involving the computation of a trace of an appropriate matrix, instead of using the evaluation of PA(lambda) and its derivative. Numerical examples solved with this algorithm are to be found within as well
Keywords :
Newton method; eigenvalues and eigenfunctions; matrix algebra; polynomial approximation; Newton approximate method; Newton iterative method; characteristic polynomial; extreme eigenvalues; real symmetric matrix; Eigenvalues and eigenfunctions; Equations; Iterative algorithms; Iterative methods; Jacobian matrices; Mathematics; Military computing; Newton method; Polynomials; Symmetric matrices;
Conference_Titel :
Symbolic and Numeric Algorithms for Scientific Computing, 2006. SYNASC '06. Eighth International Symposium on
Conference_Location :
Timisoara
Print_ISBN :
0-7695-2740-X
DOI :
10.1109/SYNASC.2006.59