Inverse iteration and deflation in general eigenvalue problems

Research Report MRR97-012

Inverse iteration and deflation in general eigenvalue problems

M.R. Osborne and D.L. Harrar II

Abstract: This paper develops Newton method based procedures for the general eigenvalue problem using techniques of inverse iteration and deflation. The approach has advantages when the problem matrix is narrow banded, when local information on the eigenvalue spectrum is required for large scale problems, when specific questions about particular eigenvalues are asked, and when high performance software for solving systems of linear equations is available.

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