Eigenproblem Basics and Algorithms

Some might say that the <i>eigenproblem</i> is one of the examples people discovered by looking at the sky and wondering. Even though it was formulated to explain the movement of the planets, today it has become the <i>ansatz</i> of solving many linear and nonlinear problems....

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Main Author: Lorentz Jäntschi
Format: Article
Language:English
Published: MDPI AG 2023-11-01
Series:Symmetry
Subjects:
Online Access:https://www.mdpi.com/2073-8994/15/11/2046
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author Lorentz Jäntschi
author_facet Lorentz Jäntschi
author_sort Lorentz Jäntschi
collection DOAJ
description Some might say that the <i>eigenproblem</i> is one of the examples people discovered by looking at the sky and wondering. Even though it was formulated to explain the movement of the planets, today it has become the <i>ansatz</i> of solving many linear and nonlinear problems. Formulation in the terms of the eigenproblem is one of the key tools to solve complex problems, especially in the area of molecular geometry. However, the basic concept is difficult without proper preparation. A review paper covering basic concepts and algorithms is very useful. This review covers the basics of the topic. Definitions are provided for defective, Hermitian, Hessenberg, modal, singular, spectral, symmetric, skew-symmetric, skew-Hermitian, triangular, and Wishart matrices. Then, concepts of characteristic polynomial, eigendecomposition, eigenpair, eigenproblem, eigenspace, eigenvalue, and eigenvector are subsequently introduced. Faddeev–LeVerrier, von Mises, Gauss–Jordan, Pohlhausen, Lanczos–Arnoldi, Rayleigh–Ritz, Jacobi–Davidson, and Gauss–Seidel fundamental algorithms are given, while others (Francis–Kublanovskaya, Gram–Schmidt, Householder, Givens, Broyden–Fletcher–Goldfarb–Shanno, Davidon–Fletcher–Powell, and Saad–Schultz) are merely discussed. The eigenproblem has thus found its use in many topics. The applications discussed include solving Bessel’s, Helmholtz’s, Laplace’s, Legendre’s, Poisson’s, and Schrödinger’s equations. The algorithm extracting the first principal component is also provided.
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spelling doaj.art-dd21236138d84f468fe856e55bbdde2d2023-11-24T15:08:53ZengMDPI AGSymmetry2073-89942023-11-011511204610.3390/sym15112046Eigenproblem Basics and AlgorithmsLorentz Jäntschi0Department of Physics and Chemistry, Technical University of Cluj-Napoca, Muncii 103-105, 400641 Cluj-Napoca, RomaniaSome might say that the <i>eigenproblem</i> is one of the examples people discovered by looking at the sky and wondering. Even though it was formulated to explain the movement of the planets, today it has become the <i>ansatz</i> of solving many linear and nonlinear problems. Formulation in the terms of the eigenproblem is one of the key tools to solve complex problems, especially in the area of molecular geometry. However, the basic concept is difficult without proper preparation. A review paper covering basic concepts and algorithms is very useful. This review covers the basics of the topic. Definitions are provided for defective, Hermitian, Hessenberg, modal, singular, spectral, symmetric, skew-symmetric, skew-Hermitian, triangular, and Wishart matrices. Then, concepts of characteristic polynomial, eigendecomposition, eigenpair, eigenproblem, eigenspace, eigenvalue, and eigenvector are subsequently introduced. Faddeev–LeVerrier, von Mises, Gauss–Jordan, Pohlhausen, Lanczos–Arnoldi, Rayleigh–Ritz, Jacobi–Davidson, and Gauss–Seidel fundamental algorithms are given, while others (Francis–Kublanovskaya, Gram–Schmidt, Householder, Givens, Broyden–Fletcher–Goldfarb–Shanno, Davidon–Fletcher–Powell, and Saad–Schultz) are merely discussed. The eigenproblem has thus found its use in many topics. The applications discussed include solving Bessel’s, Helmholtz’s, Laplace’s, Legendre’s, Poisson’s, and Schrödinger’s equations. The algorithm extracting the first principal component is also provided.https://www.mdpi.com/2073-8994/15/11/2046algorithmscharacteristic polynomialeigendecompositioneigenfunctioneigenpaireigenproblem
spellingShingle Lorentz Jäntschi
Eigenproblem Basics and Algorithms
Symmetry
algorithms
characteristic polynomial
eigendecomposition
eigenfunction
eigenpair
eigenproblem
title Eigenproblem Basics and Algorithms
title_full Eigenproblem Basics and Algorithms
title_fullStr Eigenproblem Basics and Algorithms
title_full_unstemmed Eigenproblem Basics and Algorithms
title_short Eigenproblem Basics and Algorithms
title_sort eigenproblem basics and algorithms
topic algorithms
characteristic polynomial
eigendecomposition
eigenfunction
eigenpair
eigenproblem
url https://www.mdpi.com/2073-8994/15/11/2046
work_keys_str_mv AT lorentzjantschi eigenproblembasicsandalgorithms