The following sources are recommended by a professor whose research specialty is eigenvalues.
· G.W. Stewart, "Matrix Algorithms, Volume II: Eigensystems," Society for Industrial and Applied Mathematics, 2001.
· G.H. Golub and C.F. Van Loan, "Matrix Computations," Third Edition, Johns Hopkins University Press, 1996.
· J.W. Demmel, "Applied Numerical Linear Algebra," Society for Industrial and Applied Mathematics, 1997.
· Z. Bai, et al., Templates for the Solution of Algebraic Eigenvalue Problems: A Practical Guide," Society for Industrial and Applied Mathematics, 2000.
· E. Anderson, et al., "LAPACK Users Guide," Third Edition, Society for Industrial and Applied Mathematics, 1999.
· "Matlab," The Math Works. This software package allows one to perform eigenvalue computations very easily -- either interactively or by writing short programs. http://www.mathworks.com/products/matlab/
· B.N. Parlett, "The Symmetric Eigenvalue Problem," Society for Industrial and Applied Mathematics, 1998, first published by Prentice Hall, 1980. This is an excellent treatment of the symmetric eigenvalue problem. Its only failing is that it does not address developments since 1980.
· J.H. Wilkinson, "The Algebraic Eigenvalue Problem," Oxford University Press, 1965. The first book on the subject. Despite its age it contains many insights not found elsewhere.
"The Infography about Eigenvalue Computations"
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