Inverse iteration (Eigenpair closest to mu; Any eigenpair; Any eigenvalue Eigenvalues (Iterative Methods))
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Time Complexity
$O(n^{2})$
Space Complexity
$O(n^{2})$ words
(Need to compute and store $(A-mu*I)^{(-1)}$)
Description
Approximate?
Exact
Randomized?
No, deterministic
Model of Computation
Word/Real RAM
Year
1921
Reference
https://onlinelibrary-wiley-com.ezproxy.canberra.edu.au/doi/abs/10.1002/zamm.19210010104