8.11 Approximation of Eigenvalues
INTRODUCTION
Recall, to find the eigenvalues for a matrix A we must find the roots of the polynomial equation p(λ) = det(A − λI) = 0. If A is a large matrix, the computations involved in obtaining this characteristic equation can be overwhelming. Moreover, even if we can find the exact characteristic equation it is likely that we would have to use a numerical procedure to approximate its roots. There are alternative numerical procedures for approximating eigenvalues and the corresponding eigenvectors. The procedure that we shall consider in this section deals with matrices that possess a dominant eigenvalue.
A Definition
A dominant eigenvalue of a square matrix A is one whose absolute value is greater than ...
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