Inexact Iterations for the Approximation of Eigenvalues and Eigenvectors

The algorithms of inverse iteration and Rayleigh quotient iteration for approximating an eigenpair of a matrix contain a step in which a matrix-vector equation must be solved.The behaviour of these algorithms is analysed if this equation is solved only approximately with a known tolerance.

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Year of publication:	1996
Authors:	Smit, P.
Institutions:	Tilburg University, School of Economics and Management
Subject:	eigenvalues \| vectorization \| matrices

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Extent:	application/pdf
Series:	Research Memorandum.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series FEW Research Memorandum Number 724
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011087151