Inverse Iteration, Ill-Conditioned Equations and Newton’s Method

@article{Peters1979InverseII,
  title={Inverse Iteration, Ill-Conditioned Equations and Newton’s Method},
  author={G. Peters and J. H. Wilkinson},
  journal={Siam Review},
  year={1979},
  volume={21},
  pages={339-360}
}
Inverse iteration is one of the most widely used algorithms in practical linear algebra but an understanding of its main numerical properties has developed piecemeal over the last thirty years: a major source of misunderstanding is that it requires the solution of very ill-conditioned systems of equations. We describe closely related algorithms which avoid these ill-conditioned systems and explain why the standard inverse iteration algorithm may nevertheless be preferable. The discussion covers… Expand
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