Inequality-Based Approximation of Matrix Eigenvectors

TitleInequality-Based Approximation of Matrix Eigenvectors
Publication TypeJournal Article
Year of Publication2002
AuthorsKocsor A, Dombi J, Bálint I
JournalInternational Journal of Applied Mathematics and Computer Science

A novel procedure is given here for constructing non-negative functions with zero-valued 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 of determining eigenpairs by local optimization. Apart from 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.