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