THE GIVENS-HOUSEHOLDER METHOD FOR FINDING EIGENVALUES AND EIGENVECTORS OF REAL SYMMETRIC MATRICES.
MASSACHUSETTS INST OF TECH LEXINGTON LINCOLN LAB
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The report describes the Givens-Householder method for finding the eigenvalues and eigenvectors of a real symmetric matrix. An attempt has been made to describe the method with detail and clarity such that it becomes a method that is readily useful to a typical engineer or programmer. Author
- Theoretical Mathematics