ON AN AUTOMATIC COMPUTATION OF CHARACTERISTIC ROOTS OF A MATRIX

Abstract

A method consisting in finding a two dimensional elemontary transformation for obtaining eigen values has been discussed with details of programming aspects and it has been shown with the help of numerical examples that this method is as efficient as L-R transformation so far as the number of iteration steps are concerned and moreover it demands less machine time less number of arithmetic operations (particularly divisions and nlultiplications) per iteration and less memory storage. Like L-R transformation this method is always stable for positive definite matrices and takes substantially less machine time than Q-R transformation and moreover, can be used both for symmetric and unsymmetric matrices.