What are some efficient algorithms for real-time calculation of eigenvalues?

1. What is the fastest way to find eigenvalues?
2. Which methods are used to solve eigen value problems?
3. Which of the following algorithms is used to compute all eigenvalues of a matrix?

What is the fastest way to find eigenvalues?

How do you determine the Eigenvalues of a square matrix A? We use the equation det(A – λI) = 0 and solve for λ. Calculate all the possible values of λ, which are the required eigenvalues of matrix A.

Which methods are used to solve eigen value problems?

The Householder-QR inverse(HQRI) solution is the most efficient for calculation of all eigenvalues and eigenvectors and if A is full. 2. The determinant search technique (polynomial root solver) is most appropriate to determine the lowest eigenvalue and corresponding eigenvectors of systems with a small bandwidth.

Which of the following algorithms is used to compute all eigenvalues of a matrix?

The standard algorithm for computing eigenvalues is called the QR-algorithm. As the reader can surely guess, this involves the QR-factorization of the matrix in question (as a quick reminder, the QR-factorization encodes the Gram–Schmidt process for orthonormalizing a basis).