A direct iteration method of obtaining latent roots and vectors of a symmetric matrix

Abstract

AbstractThis paper describes a method whereby iteration can be carried out simultaneously with two or more trial vectors in order to obtain the latent roots of largest modulus of a symmetric matrix and their corresponding latent vectors. The convergence of any particular vector is automatically accelerated by making use of the current approximations to those vectors subdominant to it, the dominant latent vectors being obtained quite rapidly. The method is particularly suitable where a few of the dominant latent roots and vectors are required of a large symmetric matrix.