Re: sparse matrices and eigenvalue computation

From: Chip Eastham (hardmath_at_gmail.com)
Date: 11/16/04 

Date: 16 Nov 2004 13:30:34 -0800

Sparse matrices are simply those whose entries are in large proportion
zero values. Algorithms that use matrix-vector multiplications can
easily take advantage of "sparsity" because of the reduced operation
count when zero products are neglected.

For a good background to eigenvalue algorithms, I recommend Golub and
van Loan's Matrix Computations (3rd ed.). It has a fairly practical
emphasis but puts the various numerical methods (like QR with shifts)
in a theoretical context.

regards, chip

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