We summarized some algorithms that are applied to a sparse matrix eigenvalue in an iterative algorithm. The paper used the power method and the inverse power method, and then normalized it on the basis of the power method algorithm. The principle of the eigenvalue of dichotomy was illustrated, and the algorithm for finding all eigenvalues of symmetric tridiagonal matrix was realized through using dichotomy. The Lanczos methods that can transfer most sparse matrixs into symmetric tridiagonal matrix were discussed, and the discussion about different kinds of sparse matrix applying Lanczos method...