On estimating the condition of eigenvalues and eigenvectors (Q1094815): Difference between revisions

The author computes condition numbers for a given matrix eigenvalue and the corresponding eigenvector. For this purpose he applies the packages EISPACK and LINPACK. He claims that it requires only \(O(n^ 2)\) flops per eigenpair under the assumption that the matrix is reduced to Hessenberg form. The implementation of the method is discussed and numerical test results are presented.