Aleksandra Kostić

Additional information is available at the end of the chapter

http://dx.doi.org/10.5772/62267

**Abstract**

In natural sciences and engineering, are often used differential equations and systems of differential equations. Their solution leads to the problem of eigenvalues. Because of that, problem of eigenvalues occupies an important place in linear algebra. In this caption we will consider the problem of eigenvalues, and to linear and quadratic problems of eigenvalues. During the studying of linear problem of eigenvalues, we put emphasis on QR algorithm for unsymmetrical case and on minmax characterization of symmetric case. During the studying of quadratic problems of eingenvalue, we consider the lineariza‐ tion and variational characterization. We illustrate all with practical examples.

**Keywords:** QR algorithm, min max principle, Rayleigh functional, linearization, ei‐ genvalues
