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For a real symmetric matrix with and a starting vector having nonzero component in the leading eigendirection, power-method direction errors are
whereas the Rayleigh quotient error is
The improvement occurs because orthogonality cancels terms linear in the direction error.

Ancestors (7)

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