Eigenvalue

The Eigenvalue class is used to find the eigenvalues of an n-by-n matrix a using an iterative technique that applies similarity transformations to convert a into an upper triangular matrix, so that the eigenvalues appear along the diagonal. To improve performance, the a matrix is first reduced to Hessenburg form. During the iterative steps, a shifted QR decomposition is performed. Caveats: (1) it will not handle eigenvalues that are complex numbers, (2) it uses a simple shifting strategy that may slow convergence.