Inverse iteration method with multiple cyclotomically shifted parameters (Q1922232)

The above inverse iteration method is developed for computing eigenvectors corresponding to selected eigenvalues of a matrix. An \(\ell\)-points approximation of the integral formula for the projection operator, the vectors \(x\) and \(y\) generated by the solution of multiple linear equations, and the Rayleigh quotient iteration are defined. Fundamental results concerning the eigenvalues and the form \(G(x,y)\) which play a role in the theory are proved. Error estimates on the computed eigenvalues and eigenvectors are given. The rate of convergence is derived yielding the efficiency of the procedure. Numerical examples for the cases of \(\ell = 2\) and \(\ell = 4\) are presented.