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Inverse iteration on defective matrices

Journal Article · · Math. Comput.; (United States)

Very often, inverse iteration is used with shifts to accelerate convergence to an eigenvector. In this paper, it is shown that, if the eigenvalue belongs to a nonlinear elementary divisor, the vector sequences may diverge even when the shift sequences converge to the eigenvalue. The local behavior is discussed through a 2 x 2 example, and a sufficient condition for the convergence of the vector sequence is given.

OSTI ID:
7218287
Journal Information:
Math. Comput.; (United States), Journal Name: Math. Comput.; (United States) Vol. 31:139; ISSN MCMPA
Country of Publication:
United States
Language:
English

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