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.
|Place of Publication||Tilburg|
|Number of pages||23|
|Publication status||Published - 1996|
|Name||FEW Research Memorandum|