Inverse iteration on defective matrices
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- by Nai Fu Chen PDF
- Math. Comp. 31 (1977), 726-732 Request permission
Abstract:
Very often, inverse iteration is used with shifts to accelerate convergence to an eigenvector. In this paper, it is shown that, if the eigenvalue belongs to a nonlinear elementary divisor, the vector sequences may diverge even when the shift sequences converge to the eigenvalue. The local behavior is discussed through a $2 \times 2$ example, and a sufficient condition for the convergence of the vector sequence is given.References
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N. CHEN, The Rayleigh Quotient Iteration for Non-Normal Matrices, Ph. D. Dissertation, Electronic Research Laboratory Memorandum No. ERL-M548, University of California, Berkeley, 1975.
J. M. VARAH, The Computation of Bounds for the Invariant Subspaces of a General Matrix Operator, Ph. D. Dissertation, Stanford University, 1967.
- J. H. Wilkinson, Inverse iteration in theory and in practice, Symposia Mathematica, Vol. X (Convegno di Analisi Numerica, INDAM, Rome, 1972) Academic Press, London, 1972, pp. 361–379. MR 0366017
Additional Information
- © Copyright 1977 American Mathematical Society
- Journal: Math. Comp. 31 (1977), 726-732
- MSC: Primary 65F15
- DOI: https://doi.org/10.1090/S0025-5718-1977-0438682-6
- MathSciNet review: 0438682