Inverse iteration method for finding eigenvectors |
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Authors: | Van Ness J |
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Affiliation: | Northwestern University, Evanston, IL, USA; |
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Abstract: | An iteration method which is not sensitive to small errors in the eigenvalues is developed for finding eigenvectors. The method finds the eigenvector of both the normal and transposed matrix. These eigenvectors can then be used in the Rayleigh quotient to improve the value for the eigenvalue. |
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