(10-19-2020 08:57 PM)pinkman Wrote: (10-19-2020 06:33 PM)JurgenRo Wrote: You should really reread this in a textbook

Now I did!

What is still obscure for me is how the choice of eigenvalues are made by the algorithm.

Eigenvalues are values λ such that

Av = λ

v, so you find them by solving

Av − λ

v =

0, or equivalently, (

A − λ

I)

v =

0, where

I is the identity matrix, or equivalently, |

A − λ

I| = 0. That last form is also known as the characteristic equation of

A, and, being a polynomial of the same degree as the dimension of

A, you can find its solutions, and thus the eigenvalues of

A, using a polynomial root finder.