AUTHORS: I. G. Burova, V. M. Ryabov, M. A. Kalnitskaia, A. V. Malevich
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ABSTRACT: The problem of solving systems of linear algebraic equations (SLAEs) is connected with finding the eigenvalues of the matrix of the system. Often it is necessary to solve SLAEs with positive definite symmetric matrices. The eigenvalues of such matrices are real and positive. Here we propose an interpolation method for finding eigenvalues of such matrices. The proposed method can also be used to calculate the real eigenvalues of an arbitrary matrix with real elements. This method uses splines of Lagrangian type of fifth order and/or polynomial integro-differential splines of fifth order. To calculate the eigenvalue, it is necessary to calculate several determinants and solve the nonlinear equation. Examples of numerical experiments are given.
KEYWORDS: - eigenvalue problem, integro-differential splines, approximation
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