Directory
Inequality-based approximation of matrix eigenvectors
International Journal of Applied Mathematics and Computer Science
A novel procedure is given here for constructing non-negative functions with zerovalued global minima coinciding with eigenvectors of a general real matrix A. Some of these functions are distinct because all their local minima are also global, offering a new way for the determination of eigenpairs by local optimization. Beyond describing the framework of the method, the error bounds given separately for the approximation of eigenvectors and eigenvalues provide a deeper insight into the fundamentally different nature of their approximations.
