Carry out two steps of inverse iteration for the matrixA=\left(... | Filo
Carry out two steps of inverse iteration for the matrixA=\left(... | Filo
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As mentioned in the text, inverse iteration depends on the solution of a system of equations that may be exceedingly ill-conditioned, with condition number on the order of ϵmachine ^-1. We know that it is impossible in general to solve ill-conditioned systems accurately. Is this not a fatal flaw in the algorithm? Show as follows that the answer is no-that ill-conditioning is not a problem in inverse iteration. Suppose A is a real symmetric matrix with one eigenvalue much smaller than the others
As mentioned in the text, inverse iteration depends on the solution of …
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