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Realistic error bounds for a simple eigenvalue and its associated eigenvector (1980)

Symm, H. J. ; Wilkinson, J. H.

Springer

Numerische Mathematik 35 (1980), S. 113-126

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ISSN: 0945-3245

Keywords: AMS (MOS): 65F15 ; CR: 5.14

Source: Springer Online Journal Archives 1860-2000

Topics: Mathematics

Notes: Summary An algorithm is described which, given an approximate simple eigenvalue and a corresponding approximate eigenvector, provides rigorous error bounds for improved versions of them. No information is required on the rest of the eigenvalues, which may indeed correspond to non-linear elementary divisors. A second algorithm is described which gives more accurate improved versions than the first but provides only error estimates rather than rigorous bounds. Both algorithms extend immediately to the generalized eigenvalue problem.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/BF01396310

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