Every eigenvalue computation in this two-unit sequence, from LA-I's characteristic-polynomial method onward, was carried out by hand for small matrices — solve , a polynomial equation. This topic confronts the practical reality: for any matrix larger than about , the characteristic polynomial has no closed-form root formula (a consequence of Galois theory, beyond this unit's scope), and production software instead uses iterative algorithms that converge to the eigenvalues numerically. This topic builds the standard toolkit — power iteration, inverse iteration, and the QR algorithm — that underlies every eigenvalue and SVD computation performed in practice.
By the end of this topic you should be able to:
- run power iteration and explain its convergence rate;
- use inverse iteration (with shifts) to target a specific eigenvalue;
- explain why Hessenberg reduction is a universal preprocessing step;
- state the QR algorithm and explain why shifts dramatically accelerate it;
- describe how the SVD is computed numerically via a symmetric eigenvalue problem.
In this lesson
- Contents
- The big picture
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