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Powers of a Matrix with Nonunity Determinants and Repeated Eigenvalues


Book ID
114615051
Publisher
IEEE
Year
1968
Tongue
English
Weight
233 KB
Volume
11
Category
Article
ISSN
0018-9359

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Error bounds on the power method for det
✍ Joel Friedman πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 957 KB

Let A be a positive definite, symmetric matrix. We wish to determine the largest eigenvalue, 1,. We consider the power method, i.e. that of choosing a vector v. and setting vk = Akvo; then the Rayleigh quotients Rk = (Auk, vk)/( ok, ok) usually converge to 21 as k -+ 03 (here (u, v) denotes their in