Inexact Iterations for the Approximation of Eigenvalues and Eigenvectors

P. Smit

Research output: Book/ReportReport

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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
Publication statusPublished - 1996

Publication series

NameFEW Research Memorandum


  • eigenvalues
  • vectorization
  • matrices


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