Eigen Value Algorithm

This is a simple implementation of the EigenValue Algorithm in Python. It is a simple implementation of the power-iteraion method, QR algorithm, Rayleigh Quotient Iteration method. The algorithm is implemented in the file jacobi_eigenvalue.py , power_iteration.py , qr_algorithm.py , rayleigh_quotient_iteraion.py. The file main.py contains a simple test of the algorithm.

The output of the algorithm is the eigenvalue and eigenvector of the matrix.

Output:

References:

Wikipedia:

• https://en.wikipedia.org/wiki/Power_iteration
• https://en.wikipedia.org/wiki/Eigenvalue_algorithm
• https://en.wikipedia.org/wiki/QR_algorithm
• https://en.wikipedia.org/wiki/Rayleigh_quotient_iteration
• https://en.wikipedia.org/wiki/Jacobi_eigenvalue_algorithm