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Residual Vector.
Let
denote a computed eigenvalue, and let
be its corresponding computed eigenvector.
For simplicity, we normalize the computed eigenvector so that
.
The corresponding residual vector or
residual error is defined by
Ideally, we would like to have
, but in practice
.
It is conceivable that a small residual error implies
good accuracy in the computed
and
.
We are interested in knowing how accurate the computed
and
are, given
.
Susan Blackford
2000-11-20