A Simultaneous Iteration Method for the Unsymmetric Eigenvalue Problem
Maurice Clint, Alan Jennings · IMA Journal of Applied Mathematics · 1971
This paper describes a method of obtaining all or a dominant subset of the eigenvalues and corresponding left and right-hand eigenvectors of unsymmetric matrices by simultaneous iteration. The method differs from Bauer's biiteration in that re-orientation of the trial vectors is achieved at each iteration by performing an “interaction analysis”.