A history of inverse iteration
Ilse C. F. Ipsen · NCSU Libraries Repository (North Carolina State University Libraries) · 1994
1 Here I denotes the identity matrix. 2 Mathematical identity means that equality holds in exact arithmetic but not necessarily in nite precision arithmetic because the two methods determine their iterates by means of dierent operations.3 We concentrate on the solution of the ordinary eigenvalue problem rather than the generalised eigenvalue problem Ax = Bx; and we do not discuss techniques for convergence acceleration such as Rayleigh quotient iteration where the shift changes with each iteration.1