The l₂ normalized inverse, shifted inverse, and Rayleigh quotient iterations are classic algorithms for approximating an eigenvector of a symmetric matrix. This work establishes rigorously that each ...
Author: Matteo Giordano, https://matteogiordano.weebly.com. This repository is associated with the article "Bayesian elliptic inverse problems with Gaussian series priors" by Matteo Giordano. The ...