Solution of the real and complex eigenvalue problems in the ABS class

The class of ABS methods was originally developed for solving systems of linear equations in a finite number of iterations. Later it was shown that methods for solving nonlinear systems of equations, linear programming algorithms, quadratic programming, etc. are also members of the ABS class. In this paper, we show that QR factorization can also be derived from three ABS subclasses, which is an essential step in methods solving eigenvalue problems. Another possibility to use the ABS class in the eigenvalue problems is to transform a matrix to Hessenberg form which is an important initial step when solving eigenvalue problems by QR-type methods. Here we study versions of the plain QR-method which are based on the QR factorization computed by the ABS methods and compare them with the MATLAB eig () function. We also compare the ABS Hessenberg method to the MATLAB hess() function. The preliminary results show the competitiveness of 3 ABS eigenvalue solving methods with the MATLAB eig () function.