Stabilizing and accelerating inverse iteration: A numerical study
Inverse iteration is a well-known algorithm for approximating an eigenvector of a symmetric matrix. If the shift is close to an eigenvalue, the system is nearly singular, potentially making it difficult to solve. Another drawback is its q-linear rate of convergence. An equivalent algorithm that is b...
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| Format: | Others |
| Language: | English |
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2009
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| Online Access: | http://hdl.handle.net/1911/17656 |