论文信息 - IMPROVING THE ACCURACY OF COMPUTED EIGENVALUES AND EIGENVECTORS

IMPROVING THE ACCURACY OF COMPUTED EIGENVALUES AND EIGENVECTORS

This paper describes a computational method for improving the accuracy of a given eigenvalue and its associated eigenvector. The method is analogous to iterative improvement for the solution of linear systems. An iterative algorithm using working precision arithmetic is applied to increase the accuracy of the eigenpair. The only extended precision computation is the residual calculation. The method is related to inverse iteration and to Newton's method applied to the eigenvalue problem.

J. H. Wilkinson | C. Moler | J. Dongarra

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