Geodesic
The power method for the generalized eigenvalue problem
Mathematica Applicanda, Tome 21 (1992) no. 35, pp. 21-32.

Voir la notice de l'article provenant de la source Annales Societatis Mathematicae Polonae Series

In this paper the Power Method for the generalized eigenvalue problem for matrix pencil (A—B)x=0 is considered. At any step of this iterative process the system of linear algebraic equations By—Ax has to be approximately solved with respect to y. We try to answer the question: how accurately we have to solve this system on each step of iteration,in order to guarantee resolution of the eigenproblem with given precision.
DOI : 10.14708/ma.v21i35.1790
Classification : 65F15 (15A18)
Mots-clés : Eigenvalues, eigenvectors 
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W. Kozłowski. The power method for the generalized eigenvalue problem. Mathematica Applicanda, Tome 21 (1992) no. 35, pp.  21-32. doi : 10.14708/ma.v21i35.1790. http://geodesic.mathdoc.fr/articles/10.14708/ma.v21i35.1790/

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