Lecture 1

 

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EIGEN-DECOMPOSITIONS: This lecture considers the decomposition of a matrix into its eigenvectors and eigenvalues.

 

Lecture 2

 

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RAYLEIGH QUOTIENTS AND POWER ITERATIONS: This lecture considers the computational aspects for a decomposition of a matrix into its eigenvectors and eigenvalues.

 

Lecture 3

 

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COMPUTING EIGEN-DECOMPOSITIONS: This lecture considers the computational aspects for a decomposition of a matrix into its eigenvectors and eigenvalues, including the SVD via Hessenberg factorization and iteration.