The power method for the generalized eigenvalue problem
W. Kozłowski · Roczniki Polskiego Towarzystwa Matematycznego. Seria 3, Matematyka Stosowana/Matematyka Stosowana/Mathematica Applicanda · 1992
In this paper the Power Method for the generalized eigenvalue problem for matrix pencil (A—B)x=0 is considered. At any step of this iterative process the system of linear algebraic equations By—Ax has to be approximately solved with respect to y. We try to answer the question: how accurately we have to solve this system on each step of iteration,in order to guarantee resolution of the eigenproblem with given precision.