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##

Power Method

The power method, described in Algorithm 4.1,
can be used to solve the NHEP without
any apparent change.

Under conditions similar to those in the Hermitian case, the
power method for the non-Hermitian matrix converges
to
, the largest
eigenvalue in magnitude. The convergence rate depends
on the ratio
, where
is the second largest eigenvalue of in
magnitude. For detailed discussions of the power method, see
Wilkinson [457], Golub and Van Loan [198], and
Demmel [114].

Susan Blackford
2000-11-20