Eigenvalue Tools

Eigenvalue Tools is a MATLAB package containing various useful methods related to matrix eigenvalues, such as:

Lower bounds and probabilistic upper bounds for the matrix 2-norm and 2-norm condition number
Lower bounds and probabilistic upper bounds for the largest and smallest eigenvalue of a symmetric matrix
Fast field of values type approximate eigenvalue inclusion regions for large matrices and matrix pencils
Krylov-Schur type methods for various eigenvalue problems
Jacobi-Davidson type methods for various eigenvalue problems
Various other useful routines for computing some important matrix quantities

Developed by Michiel Hochstenbach, TU Eindhoven, and students/coauthors.

Important notes!

Please note that the current toolbox is a Beta version containing beta versions of some of these methods.
It is the intention that several new routines are added in the coming time.
Bugs may be present; feedback and bug reports are greatly appreciated, as quick fixes may be available.
Please contact me at: (m.e.hochstenbach tue nl).

Eigenvalue Tools beta, preliminary Beta version, dated May 29, 2016 (zip file)
Manual (pdf file)
The toolbox is distributed under the terms of the MIT Expat License.
Please cite the toolbox as "M. E. Hochstenbach. Eigenvalue Tools. https://www.win.tue.nl/~hochsten/eigenvaluetools/".
A BibTeX bib entry for this book is available.

This research has been supported in part by an NWO Vidi research grant.