Abstract
The “ordinary” iteration method with one single iteration vector (sometimes called v. Mises-Geiringer iteration) can often yield an eigenvector and its eigenput value in very short time. But since this cannot be guaranteed, not even with improvements such as shifts of origin, Aitken-Wynn acceleration or Richardson’s purification, the method cannot be recommended for general use. In order to prevent possible poor convergence, the computation is carried in parallel with several iteration vectors, between which an orthogonality relation is maintained.
Prepublished in Numer. Math. 16, 205–223 (1970).
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Rutishauser, H. (1971). Simultaneous Iteration Method for Symmetric Matrices. In: Bauer, F.L., Householder, A.S., Olver, F.W.J., Rutishauser, H., Samelson, K., Stiefel, E. (eds) Handbook for Automatic Computation. Die Grundlehren der mathematischen Wissenschaften, vol 186. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-86940-2_20
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DOI: https://doi.org/10.1007/978-3-642-86940-2_20
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