the Jacobi eigenvalue algorithm is an iterative method for the calculation of the eigenvalues and eigenvectors of a real symmetric matrix (a process known as diagonalization). Fork the repository and ...

Eigenvalues can be computed with or without eigenvectors. The hermitian and real symmetric matrix algorithms are symmetric bidiagonalization followed by QR reduction. The nonsymmetric algorithm is the ...

Abstract: This paper gives an overview of matrix transformations for finding rightmost eigenvalues of Ax = λx and Ax = λBx with A and B real non-symmetric and B possibly singular. The aim is not to ...

Abstract: Given a symmetric matrix, what is the nearest correlation matrix—that ... In the finance application the original matrix has many zero or negative eigenvalues; we show that for a certain ...