Inexact Iterations for the Approximation of Eigenvalues and Eigenvectors

P. Smit

Research output: Book/ReportReportProfessional

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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 languageEnglish
Place of PublicationTilburg
PublisherOperations research
Number of pages23
Volume724
Publication statusPublished - 1996

Publication series

NameFEW Research Memorandum
Volume724

Fingerprint

Eigenvalues and Eigenvectors
Rayleigh Quotient Iteration
Inverse Iteration
Iteration
Approximation
Tolerance

Keywords

  • eigenvalues
  • vectorization
  • matrices

Cite this

Smit, P. (1996). Inexact Iterations for the Approximation of Eigenvalues and Eigenvectors. (FEW Research Memorandum; Vol. 724). Tilburg: Operations research.
Smit, P. / Inexact Iterations for the Approximation of Eigenvalues and Eigenvectors. Tilburg : Operations research, 1996. 23 p. (FEW Research Memorandum).
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Smit, P 1996, Inexact Iterations for the Approximation of Eigenvalues and Eigenvectors. FEW Research Memorandum, vol. 724, vol. 724, Operations research, Tilburg.

Inexact Iterations for the Approximation of Eigenvalues and Eigenvectors. / Smit, P.

Tilburg : Operations research, 1996. 23 p. (FEW Research Memorandum; Vol. 724).

Research output: Book/ReportReportProfessional

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KW - eigenvalues

KW - vectorization

KW - matrices

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Smit P. Inexact Iterations for the Approximation of Eigenvalues and Eigenvectors. Tilburg: Operations research, 1996. 23 p. (FEW Research Memorandum).