Geodesic
Using least-squares to find an approximate eigenvector
The electronic journal of linear algebra, Tome 16 (2007), pp. 99-110.

Voir la notice de l'article provenant de la source Electronic Library of Mathematics

Summary: 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.
Classification : 65F15
Keywords: least squares, approximate eigenvector 
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     author = {Hecker, David and Lurie, Deborah},
     title = {Using least-squares to find an approximate eigenvector},
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     year = {2007},
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Hecker, David; Lurie, Deborah. Using least-squares to find an approximate eigenvector. The electronic journal of linear algebra, Tome 16 (2007), pp. 99-110. http://geodesic.mathdoc.fr/item/ELA_2007__16__a29/