On Orthogonalization in the Inverse Power Method

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1999-10-13

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When the inverse power method is used to compute eigenvectors of a symmetric matrix corresponding to close eigenvalues, the computed eigenvectors may not be orthogonal. The cure for the problem is to orthogonalize the vectors using the Gram--Schmidt algorithm. In this note it is shown that the orthogonalization process does not cause the quality of the eigenvectors to deteriorate. Also cross-referenced as UMIACS-TR-99-64

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