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Realistic error bounds for a simple eigenvalue and its associated eigenvector. (English) Zbl 0447.65015


MSC:

65F15 Numerical computation of eigenvalues and eigenvectors of matrices
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References:

[1] Wilkinson JH (1965) The Algebraic Eigenvalue Problem. Oxford University Press, London · Zbl 0258.65037
[2] Wilkinson JH (1972) Note on matrices with a very ill-conditioned eigenproblem. Numer. Math 19: 176-178 · Zbl 0252.65027 · doi:10.1007/BF01402528
[3] Wilkinson JH (1979) Inverse iteration, ill-conditioned equations and Newton’s Method. SIAM Rev 21: 339-360 · Zbl 0424.65021 · doi:10.1137/1021052
[4] Yamamoto T (1980) Error bounds for computed eigenvalues and eigenvectors. Numer Math 34: 189-199 · Zbl 0411.65022 · doi:10.1007/BF01396059
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