Folded spectrum method (Eigenpair closest to mu; Any eigenpair; Any eigenvalue Eigenvalues (Iterative Methods))

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Time Complexity

$O(n^{2})$

Space Complexity

$O(n)$? words

(Requires only a constant number of O(n)-sized vectors per iteration; matrix-to-vector multiplication only requires O(n) aux space)

Description

Approximate?

Exact

Randomized?

No, deterministic

Model of Computation

Word/Real RAM

Year

1934

Reference

https://journals.aps.org/pr/abstract/10.1103/PhysRev.46.828