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If is real symmetric, is not an eigenvalue, one eigenvalue is uniquely closest to , and the initial vector has a nonzero component in its eigenspace, fixed-shift inverse iteration converges to that eigenspace. Its asymptotic direction-error ratio is
where is second closest to .

Ancestors (8)

  1. Inverse iteration
  2. Power method
  3. Linear operator theory
  4. Linear algebra
  5. Algebra
  6. Area of mathematics
  7. Mathematics
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