The power method for the generalized eigenvalue problem

W. Kozłowski

Mathematica Applicanda (1992)

  • Volume: 21, Issue: 35
  • ISSN: 1730-2668

Abstract

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In this paper the Power Method for the generalized eigenvalue problem for matrix pencil (A-B)x=0 is considered. At any step of this iterative process the system of linear algebraic equations By-Ax has to be approximately solved with respect to y. We try to answer the question: how accurately we have to solve this system on each step of iteration,in order to guarantee resolution of the eigenproblem with given precision.

How to cite

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W. Kozłowski. "The power method for the generalized eigenvalue problem." Mathematica Applicanda 21.35 (1992): null. <http://eudml.org/doc/293236>.

@article{W1992,
abstract = {In this paper the Power Method for the generalized eigenvalue problem for matrix pencil (A-B)x=0 is considered. At any step of this iterative process the system of linear algebraic equations By-Ax has to be approximately solved with respect to y. We try to answer the question: how accurately we have to solve this system on each step of iteration,in order to guarantee resolution of the eigenproblem with given precision.},
author = {W. Kozłowski},
journal = {Mathematica Applicanda},
keywords = {Eigenvalues, eigenvectors},
language = {eng},
number = {35},
pages = {null},
title = {The power method for the generalized eigenvalue problem},
url = {http://eudml.org/doc/293236},
volume = {21},
year = {1992},
}

TY - JOUR
AU - W. Kozłowski
TI - The power method for the generalized eigenvalue problem
JO - Mathematica Applicanda
PY - 1992
VL - 21
IS - 35
SP - null
AB - In this paper the Power Method for the generalized eigenvalue problem for matrix pencil (A-B)x=0 is considered. At any step of this iterative process the system of linear algebraic equations By-Ax has to be approximately solved with respect to y. We try to answer the question: how accurately we have to solve this system on each step of iteration,in order to guarantee resolution of the eigenproblem with given precision.
LA - eng
KW - Eigenvalues, eigenvectors
UR - http://eudml.org/doc/293236
ER -

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