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Inverse iteration

Inverse iteration repeatedly solves

(A - s I) y_{k + 1} = q_{k}

and normalizes. It is the power method for

(A - s I)^{- 1}

and converges toward an eigenvector whose eigenvalue is closest to the shift

s

.

Table of contents 81 1
- Convergence of fixed-shift inverse iteration Inverse iteration 53

 Ancestors (7)

 Incoming links (3)