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Error Bounds for Computed Eigenvectors.
Keep the assignments to , , and as above, and
let be the eigenvector of corresponding to .
The error bound for the computed eigenvector and the
true eigenvector are
|
(97) |
This, (5.27), and (5.28)
yield
|
(98) |
The factor can be removed
by a more elaborate argument, but we shall omit it here.
Susan Blackford
2000-11-20