Realistic error bounds for a simple eigenvalue and its associated eigenvector Export

@article{citeulike:3581491, abstract = {Summary An algorithm is described which, given an approximate simple eigenvalue and a corresponding approximate eigenvector, provides rigorous error bounds for improved versions of them. No information is required on the rest of the eigenvalues, which may indeed correspond to non-linear elementary divisors. A second algorithm is described which gives more accurate improved versions than the first but provides only error estimates rather than rigorous bounds. Both algorithms extend immediately to the generalized eigenvalue problem.}, author = {Symm, H. J. and Wilkinson, J. H.}, citeulike-article-id = {3581491}, citeulike-linkout-0 = {http://dx.doi.org/10.1007/BF01396310}, citeulike-linkout-1 = {http://www.springerlink.com/content/h7t3563342372743}, day = {21}, doi = {10.1007/BF01396310}, journal = {Numerische Mathematik}, month = {June}, number = {2}, pages = {113--126}, posted-at = {2008-11-20 08:12:39}, priority = {5}, title = {Realistic error bounds for a simple eigenvalue and its associated eigenvector}, url = {http://dx.doi.org/10.1007/BF01396310}, volume = {35}, year = {1980} }

TY - JOUR ID - citeulike:3581491 L3 - citeulike-article-id:3581491 N2 - Summary An algorithm is described which, given an approximate simple eigenvalue and a corresponding approximate eigenvector, provides rigorous error bounds for improved versions of them. No information is required on the rest of the eigenvalues, which may indeed correspond to non-linear elementary divisors. A second algorithm is described which gives more accurate improved versions than the first but provides only error estimates rather than rigorous bounds. Both algorithms extend immediately to the generalized eigenvalue problem. IS - 2 JF - Numerische Mathematik EP - 126 TI - Realistic error bounds for a simple eigenvalue and its associated eigenvector VL - 35 SP - 113 AU - Symm, HJ AU - Wilkinson, JH PY - 1980/06/21/ UR - http://dx.doi.org/10.1007/BF01396310 ER -