10 The Rayleigh Quotient and Inverse Iteration

for k = 1,2,... Z = AQˆ(k−1) Qˆ(k)Rˆ(k) = Z end We will see later that this algorithm is very useful. In fact, it is equivalent to the QR iteration algorithm we will study soon (not the QR factorization algorithm). We now returntobasicpoweriteration ...

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