International Journal of applied mathematics and computer science

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Paper details

Number 4 - December 2002
Volume 12 - 2002

Inequality-based approximation of matrix eigenvectors

András Kocsor, József Dombi, Imre Bálint

Abstract
A novel procedure is given here for constructing non-negative functions with zero-valued global minima coinciding with eigenvectors of a general real matrix A. Some of these functions are distinct because all their local minima are also global, offering a new way of determining eigenpairs by local optimization. Apart from describing the framework of the method, the error bounds given separately for the approximation of eigenvectors and eigenvalues provide a deeper insight into the fundamentally different nature of their approximations.

Keywords
eigenvectors, eigenvalues, inequalities, error bounds, iterative methods