MRRR algorithm (Any eigenpair; Any eigenvalue Eigenvalues (Iterative Methods))

From Algorithm Wiki
Revision as of 11:15, 15 February 2023 by Admin (talk | contribs) (Created page with "== Time Complexity == $O(n)$ == Space Complexity == $O(n^{2})$ words (Need to compute and store some matrix of the form $(A-mu*I)^{(-1)}$ (for inverse iteration-like uses)) == Description == == Approximate? == Exact == Randomized? == No, deterministic == Model of Computation == Word/Real RAM == Year == 1999 == Reference == https://www.cs.utexas.edu/users/inderjit/public_papers/DesignMRRR_toms06.pdf")
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
Jump to navigation Jump to search

Time Complexity

$O(n)$

Space Complexity

$O(n^{2})$ words

(Need to compute and store some matrix of the form $(A-mu*I)^{(-1)}$ (for inverse iteration-like uses))

Description

Approximate?

Exact

Randomized?

No, deterministic

Model of Computation

Word/Real RAM

Year

1999

Reference

https://www.cs.utexas.edu/users/inderjit/public_papers/DesignMRRR_toms06.pdf