XX.—Studies in Practical Mathematics. II. The Evaluation of the Latent Roots and Latent Vectors of a Matrix

Abstract

In many branches of applied mathematics problems arise which require for their solution a knowledge of the latent roots of a matrix A, sometimes only the root of greatest modulus but often the second and other roots as well, and the corresponding latent vectors. A few examples, among many that might be cited, are problems in the dynamical theory of oscillations, problems of conditioned maxima and minima, problems of correlation between statistical variables, the determination of the principal axes of quadrics, and the solution of differential or other operational equations. It is important, therefore, to have a choice of methods for obtaining latent roots and latent vectors without undue labour, and the object of the present paper is to augment the existing store of such methods.