Numerical Analysis Questions
Inverse iteration is a numerical method used in Numerical Analysis to find the eigenvalues and eigenvectors of a matrix. It is an iterative process that starts with an initial approximation of the eigenvalue and eigenvector, and then repeatedly applies the inverse power method to refine the approximation. The inverse power method involves solving a linear system of equations using the matrix and the current approximation of the eigenvalue. This process is repeated until the desired level of accuracy is achieved. Inverse iteration is particularly useful when trying to find the eigenvalue closest to a given value.