Abstract
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.
| Original language | English |
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| Place of Publication | Tilburg |
| Publisher | Operations research |
| Number of pages | 23 |
| Volume | 724 |
| Publication status | Published - 1996 |
Publication series
| Name | FEW Research Memorandum |
|---|---|
| Volume | 724 |
Keywords
- eigenvalues
- vectorization
- matrices