An extrapolation technique to iterate to the smallest and largest eigenvalues of an infinite-dimensional normal matrix used in function fitting

DOI10.1016/0096-3003(94)90130-9zbMath0796.65040OpenAlexW2057179841WikidataQ128067519 ScholiaQ128067519MaRDI QIDQ1322886

K. J. Bunch, R. W. Grow

Publication date: 9 May 1994

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(94)90130-9

zbMATH Keywords

extrapolationinfinite-dimensional matricesminimum and maximum eigenvaluesnonorthogonal function fittingpower methods

Mathematics Subject Classification ID

Numerical smoothing, curve fitting (65D10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Cites Work

• A technique to shift an eigenvalue of a complex matrix to accelerate convergence of the power and inverse power method
• Acceleration Techniques for Iterated Vector and Matrix Problems
• Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems
• An Error Analysis for Numerical Differentiation
• XX.—Studies in Practical Mathematics. II. The Evaluation of the Latent Roots and Latent Vectors of a Matrix
• On a Device for Computing the e m (S n ) Transformation
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: An extrapolation technique to iterate to the smallest and largest eigenvalues of an infinite-dimensional normal matrix used in function fitting