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On the need for special purpose algorithms for minimax eigenvalue problems

✍ Scribed by E. R. Panier


Publisher
Springer
Year
1989
Tongue
English
Weight
481 KB
Volume
62
Category
Article
ISSN
0022-3239

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This paper analyses the effects of inaccurate linear solvers on the behaviour of inverse iteration and Rayleigh quotient iteration. We derive an expression for the worst-case perturbation of the convergence factor of the exact iteration, due to the inexact solution. A necessary and sufficient condi