• Mathematics
  • Published 2007

A Residual Inverse Power Method

@inproceedings{Stewart2007ARI,
  title={A Residual Inverse Power Method},
  author={G. W. Stewart},
  year={2007}
}
The inverse power method involves solving shifted equations of the form (A I )v = u. This paper describes a variant method in which shifted equations may be solved to a fixed reduced accuracy without aecting convergence. The idea is to alter the right-hand side to produce a correction step to be added to the current approximations. The digits of this step divide into two parts: leading digits that correct the solution and trailing garbage. Hence the step can be be evaluated to a reduced… CONTINUE READING

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Matrix Algorithms II: Eigensystems

G. W. Stewart
  • SIAM, Philadelphia,
  • 2001
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