Inexact Iterations for the Approximation of Eigenvalues and Eigenvectors

P. Smit

Research output: Book/ReportReport

265 Downloads (Pure)

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

Keywords

  • eigenvalues
  • vectorization
  • matrices

Fingerprint Dive into the research topics of 'Inexact Iterations for the Approximation of Eigenvalues and Eigenvectors'. Together they form a unique fingerprint.

Cite this