Journal of the Korean Society for Industrial and Applied Mathematics
- 제4권1호
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- Pages.79-92
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- 2000
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- 1226-9433(pISSN)
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- 1229-0645(eISSN)
Accuracy of Iterative Refinement of Eigenvalue Problems
- Gluchowska-Jastrzebska, Jolanta (Agricultural University of Warsaw, Wydzial Ekonomiczno-Rolniczy, Katedra Ekonometrii i Informatyki) ;
- Smoktunowicz, Alicja (Warsaw University of Technology)
- 발행 : 2000.06.30
초록
We investigate numerical properties of Newton's algorithm for improving an eigenpair of a real matrix A using only fixed precision arithmetic. We show that under natural assumptions it produces an eigenpair of a componentwise small relative perturbation of the data matrix A.
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