J. Van Ness
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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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.
Key concepts: Rayleigh quotient iteration, Inverse iteration, Eigenvalues and eigenvectors, Defective matrix, Eigenvalues and eigenvectors of the second derivative, Eigenvalue perturbation, Power iteration, Mathematics