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Next: Rayleigh-Ritz, Background: Up: NUMERICAL TECHNIQUES FOR EIGENVALUES Previous: Inverse Power Method

The Rayleigh-Ritz Method:

If $A$ is symmetric one can use an old, but efficient method. Note that eigenvalues and eigenvectors of $A$ are real.

The power method can be also rigged up to find a series of eigenvalues: the idea is to remove the eigenvalues once these are found. This is called ``DEFLATION'' and must be used with caution since round off becomes ever more significant. $\Box$



Subsections

Juan Restrepo 2003-04-12