Error bounds on the power method for determining the largest eigenvalue of a symmetric, positive definite matrix

Linear Algebra and Its Applications

Volumn 280, Issue 2-3, 1998, Pages 199-216

  Friedman, Joel ^a  

^a UNIVERSITY OF BRITISH COLUMBIA   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0042638226     PISSN: 00243795     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0024-3795(98)10020-4     Document Type: Article

References (8)

1. G.H. Golub, C.F. Van Loan, Matrix Computations, second edition, John Hopkins Univ. Press, Baltimore, MD, 1989.
2. J.D. Dixon, Estimating extremal eigenvalues and condition numbers of matrices, SIAM J. Numer. Anal. 20 (1983) 812-814.
3. D.P. O'Leary, G.W. Stewart, J.S. Vandergraft, Estimating the largest eigenvalue of a positive definite matrix, Mathematics of Computation 33 (1979) 1289-1292.
4. J. Stoer, R. Bulirsch, Introduction to Numerical Analysis, Springer, New York, 1983.
5. B.N. Parlett, H. Simon, L.M. Stringer, On estimating the largest eigenvalue with the Lanczos algorithm, Mathematics of Computation 38 (1982) 153-165.
6. J. Friedman, Computing Betti numbers via combinatorial Laplacians, in: ACM Symposium on the Theory of Computing, 1996, pp. 386-391.
7. N.L. Johnson, S. Kotz, Continuous Univariate Distributions, vol. 2, Wiley, New York, 1970.
8. R.N. Bhattacharya, R. Ranga Rao, Normal Approximation and Asymptotic Expansions, Wiley, New York, 1976.