Technical Report CS0545

TR#:CS0545
Class:CS
Title: Quotient-Difference Type Generalizations of Tile Power Method and Their Analysis
Authors: A. Sidi and W. F. Ford
PDFCS0545.pdf
Abstract: The recursion relations tha~ were proposed in [2] for implementing vector extrapolation methods are used for devising generalizations of the power method for linear operators. These generalizations are shown to produce approximatiooS to largest eigenvalues of a linear operator under certain conditions. They are similar in form to the quotient-difference algorithm and share similar convergence properties with the latter. These convergence properties resemble also those obtained for the basic LR~ and QR algorithms. Finally, it is shown that the convergence rate produced by one of these generalizations is twice as fast for nonnal operators as it is for non-nonnal operators.
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