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.
Articles by others on the same topic
There are currently no matching articles.