05279971

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05279971 Hecker, David Lurie, Deborah Using least-squares to find an approximate eigenvector. Electron. J. Linear Algebra 16, 99-110, electronic only (2007). 2007 ILAS - The International Linear Algebra Society c/o Daniel Hershkowitz, Department of Mathematics, Technion - Israel Institute of Techonolgy, Haifa EN least-squares method eigenvalue error estimates empirical results approximate eigenvector Summary: The least-squares method can be used to approximate an eigenvector for a matrix when only an approximation is known for the corresponding eigenvalue. In this paper, this technique is analyzed and error estimates are established proving that if the error in the eigenvalue is sufficiently small, then the error in the approximate eigenvector produced by the least-squares method is also small. Also reported are some empirical results based on using the algorithm.