On Orthogonalization in the Inverse Power Method
On Orthogonalization in the Inverse Power Method
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Date
1999-10-13
Authors
Stewart, G. W.
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Abstract
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