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scientific article; zbMATH DE number 17452
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scientific article; zbMATH DE number 17452 |
Statements
26 June 1992
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symmetric tridiagonal matrix eigenproblem
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bisection method
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inverse iteration
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eigenvectors
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eigenvalue
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random starting vectors
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0.876628577709198
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0.8299732804298401
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0.8006935119628906
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[For the entire collection see Zbl 0728.00018.] This paper examines the factors influencing the accuracy of the solution when a symmetric tridiagonal matrix eigenproblem is solved. The bisection method and inverse iteration are used. Bisection produces eigenvalues to high relative accuracy. Inverse iteration results in eigenvectors with quality dependent on the spacing of the eigenvalue spectrum and on the starting vector. The effects on the accuracy of the solution of using random starting vectors are examined. In addition, some uses of statistical analysis in the design of an inverse iteration algorithm are presented.
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