Using least-squares to find an approximate eigenvector

被引：0
作者：
Hecker, David [1 ]
Lurie, Deborah [1 ]
机构：
[1] St Josephs Univ, Dept Math & Comp Sci, Philadelphia, PA 19131 USA
来源：
ELECTRONIC JOURNAL OF LINEAR ALGEBRA | 2007年 / 16卷
关键词：
least squares; approximate eigenvector;
D O I：
暂无
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
The least-squares method can be used to approximate an eigenvector for a matrix when only an approximation is known for the corresponding eigenvalue. In this paper, this technique is analyzed and error estimates are established proving that if the error in the eigenvalue is sufficiently small, then the error in the approximate eigenvector produced by the least-squares method is also small. Also reported are some empirical results based on using the algorithm.
引用
收藏
页码：99 / 110
页数：12
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