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Inverse power method

This method is often used as a means of approximating the eigenvalue closest to a specific number tex2html_wrap_inline376 . If A has eigenvalues and eigenvectors as above, apply the power method to the matrix tex2html_wrap_inline378 . The estimation of the eigenvalue requires the solution of a linear system tex2html_wrap_inline380 . The same system is to be solved at each iteration, so it makes sense to use something like an LU factoring.



E. Bruce Pitman
Wed Oct 28 09:33:45 EST 1998