A mathematically simple method based on denition for computing eigenvalues, generalized eigenvalues and quadratic eigenvalues of matrices

In this paper, a fundamentally new method, based on the denition, is introduced for numerical computation of eigenvalues, generalized eigenvalues and quadratic eigenvalues of matrices. Some examples are provided to show the accuracy and reliability of the proposed method. It is shown that the proposed method gives other sequences than that of existing methods but they still are convergent to the desired eigenvalues, generalized eigenvalues and quadratic eigenvalues of matrices. These examples show an interesting phenomenon in the procedure: The diagonal matrix that converges to eigenvalues gives them in decreasing order in the sense of absolute value. Appendices A to C provide Matlab codes that implement the proposed algorithms. They show that the proposed algorithms are very easy to program.