Date of Award

1975

Degree Type

Report

Degree Name

Master of Science (MS)

Department

Mathematics and Statistics

Committee Chair(s)

Rex L. Hurst

Committee

Rex L. Hurst

Committee

David White

Committee

Barteel Jensen

Abstract

The eigenvalues of the matrix eigenproblem Ax = λx are computed by the QR double-step method and the eigenvectors by inverse power method.

The matrix A is preliminarily scaled by the equilibration and normalization procedure. The scaled matrix is then reduced to an upper-Hessenberg form by Householder's method. The QR double-step iteration is performed on the upper-Hessenberg matrix. After all the eigenvalues are found, the inverse power method is performed on the upper-Hessenberg matrix to obtain the corresponding eigenvectors.

The program consists of five subroutines which is able to find real and/or complex eigen value/vector of an nxn real matrix.

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