The calculation of the eigenvalues \(\lambda \) of a matrix \({A}\) as roots of the characteristic polynomial \(\chi _{A}\) is numerically unfavourable – small errors in the coefficients of the matrix can lead to significantly different roots of \(\chi _A\) .

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Numerical Calculation of Eigenvalues and Eigenvectors

  • Christian Karpfinger

摘要

The calculation of the eigenvalues \(\lambda \) of a matrix \({A}\) as roots of the characteristic polynomial \(\chi _{A}\) is numerically unfavourable – small errors in the coefficients of the matrix can lead to significantly different roots of \(\chi _A\) .