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Let
denote a computed eigenvalue of
, and let
be its corresponding computed eigenvector, i.e.,
Sometimes, its corresponding left computed eigenvector
is also available:
For simplicity,
we normalize the computed eigenvectors so that
and
.
The residual vectors corresponding to the computed
eigenvalue
and right and left
computed eigenvectors
and
are defined as
respectively.
We are interested in knowing the accuracy of the computed
eigenvalue
and eigenvectors
and
in terms of these residuals.
Susan Blackford
2000-11-20