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A dynamics approach to the computation of eigenvectors of matrices. (English) Zbl 1082.65042

Summary: We construct a family of dynamical systems whose evolution converges to the eigenvectors of a general square matrix, not necessarily symmetric. We analyze the convergence of those systems and perform numerical tests. Some examples and comparisons with the power methods are presented.

MSC:

65F15 Numerical computation of eigenvalues and eigenvectors of matrices
65P10 Numerical methods for Hamiltonian systems including symplectic integrators
37M15 Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems
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