Sign behavior of fixed-shift inverse iteration

ID: sign-behavior-of-fixed-shift-inverse-iteration

If the closest eigenvalue lies above the shift, the dominant eigenvalue of the inverse is positive and normalized iterates approach one fixed sign of its eigenvector. If , that inverse eigenvalue is negative, so the direction converges but consecutive normalized vectors alternate signs. At a shift exactly midway between two simple eigenvalues, the two inverse eigenvalues have equal modulus and opposite signs, so generic iterates alternate between two mixtures instead of selecting one eigenvector.

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