A Residual Inverse Power Method

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dc.contributor.authorStewart, G. W.
dc.date.accessioned2007-02-02T19:26:29Z
dc.date.available2007-02-02T19:26:29Z
dc.date.issued2007-02
dc.description.abstractThe inverse power method involves solving shifted equations of the form $(A -\sigma I)v = u$. This paper describes a variant method in which shifted equations may be solved to a fixed reduced accuracy without affecting convergence. The idea is to alter the right-hand side to produce a correction step to be added to the current approximations. The digits of this step divide into two parts: leading digits that correct the solution and trailing garbage. Hence the step can be be evaluated to a reduced accuracy corresponding to the correcting digits. The cost is an additional multiplication by $A$ at each step to generate the right-hand side. Analysis and experiments show that the method is suitable for normal and mildly nonnormal problems.en
dc.format.extent124521 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.urihttp://hdl.handle.net/1903/4260
dc.language.isoen_USen
dc.relation.ispartofseriesUM Computer Science Departmenten
dc.relation.ispartofseriesCS-TR-4854en
dc.relation.ispartofseriesUMIACSen
dc.relation.ispartofseriesUMIACS-TR-2007-09en
dc.titleA Residual Inverse Power Methoden
dc.typeTechnical Reporten

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