Power methods for calculating eigenvalues and eigenvectors of spectral operators on Hilbert spaces
M.A. Erickson, Roy S. Smith, Alan J. Laub · International Journal of Control · 1995
Power, inverse power and orthogonal iteration algorithms for determining the eigenstructure of operators on infinite-dimensional Hilbert spaces are developed. Convergence properties of the algorithms are established for certain classes of operators associated with the control of systems described by partial differential equations. A simple finite-difference method is applied to a particular operator to illustrate the utility of the algorithms.