next up previous
Next: About this Up: JDQR Previous: Additional Options


Accuracy

Options.Tol        (default 1.0e-8)

jdqr accepts an approximate Schur vector q with associated eigenvalue lambda if the 2-norm of the residual r is less than Options.Tol. Then we have that

norm(A*Q-Q*S,'fro') < Tol

How accurate the approximations of the eigenvectors and the invariant subspaces are, depends on the conditioning of these quantities.

The residual that jdqr computes is given by r = (I-Q*Q')*(A*q-theta*B*q).


Gerard L.G. Sleijpen 2002-05-21