Realistic a Priori and a Posteriori Error Bounds for Computed Eigenvalues
A. S. Deif · IMA Journal of Numerical Analysis · 1990
A priori and a posteriori error bounds are given for the computed eigenpair (λ, ◯) of the eigenvalue problem Ax = λx, which are shown to be more realistic than some of the available ones. A simple method is also presented for computing the backward error. Finally a scaling procedure is explained for reducing the residual error.