The numerical analysis of ordinary differential equations: Runge-Kutta and general linear methods
The numerical analysis of ordinary differential equations: Runge-Kutta and general linear methods
The algebraic eigenvalue problem
The algebraic eigenvalue problem
Dynamical systems that perform the singular value decomposition
Systems & Control Letters
Solving ordinary differential equations I (2nd revised. ed.): nonstiff problems
Solving ordinary differential equations I (2nd revised. ed.): nonstiff problems
Numerical Gradient Algorithms for Eigenvalue and Singular Value Calculations
SIAM Journal on Matrix Analysis and Applications
Runge-Kutta methods for orthogonal and isospectral flows
Applied Numerical Mathematics - Special issue celebrating the centenary of Runge-Kutta methods
Numerical solution of isospectral flows
Mathematics of Computation
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We show that the Lax equation ?? = [N, L] applied for calculating the eigenvalues of matrices is only one in a whole family of matrix differential equations related to eigenvalue problem. All these equations are built by means of various representations ρ of a Lie algebra g on Kn×n. A general connection between matrix differential equation L = ρN(L) and FG eigenvalue algorithm is shown. Remarks concerning practical applications of this connection to matrix eigenvalues calculations are also presented.