Numerical methods 4 / Eigenvalues

Contains implementations of following methods for eigenvalue computation:

• QR-algorithm
• Modifiend reverse iteration method utilizing Rayleigh quotient
• Optional usage of shifts (selectable through QRMode)
• Optional usage of Heisenberg form (selectable by applying heisenberg_form())

Note that present implementations are intended for academic purposes, as such they are not meant to be used in any sort of high-performance production code.

Compilation

• Recommended compiler: MSVC v142
• Requires C++17 support

Usage

Place config file of the following format into the same folder as executable:

• Line 1: INPUT_FILEPATH [value without whitespaces]
• Line 2: OUTPUT_FOLDER [value without whitespaces]
• Line 2: PRECISION

Refer to 'config.txt' as an example. Upon execution no furter inputs are required.

Version history

• 00.04

  • Implemeted reverse iteration metohd
  • Implemented modifiend reverse iteration method utilizing Rayleigh quotient

• 00.03

  • Implemented computation of Hessenberg matrix
  • Added tests for QR-algorithm with Hessenberg form

• 00.02

  • Implemented shifts for QR-algorithm as an optional mode

• 00.01

  • Basic boilerplate
  • Implemented QR-algorithm

License

This project is licensed under the MIT License - see the LICENSE.md file for details