Inverse Power Method conjecture on high-accuracy evaluation of the first eigenvector coordinate

Let AA be the symmetric tridiagonal matrix considered in the paper, let λ\lambda be an eigenvalue of AA, and let

X=(X1,,Xn)RnX=(X_1,\dots,X_n)\in\mathbb{R}^n

be its unit-length eigenvector. Let ε>0\varepsilon>0 denote the machine precision, and suppose that λ\lambda is known with relative error approximately ε\varepsilon, that λA1>2\lambda-A_1>2, and that K>0K>0 is an integer satisfying

K>log(X1)log(ε)+1.K>\frac{\log\left(|X_1|\right)}{\log(\varepsilon)}+1.

Inverse Power Method conjecture. After KK iterations of the Inverse Power Method, the coordinate X1X_1 is evaluated with high relative accuracy; more specifically, its relative accuracy is of the same order of magnitude as that obtained by the algorithms described earlier in the paper.

The claim concerns the numerical accuracy of an iterative method for computing eigenvectors of symmetric tridiagonal matrices. It is supported by extensive numerical experiments, but the supplied source does not state a proof or resolution, so its status remains open.

Sources & referencesView supporting material

Primary source

Andrei Osipov, “Evaluation of small elements of the eigenvectors of certain symmetric tridiagonal matrices with high relative accuracy”, arXiv:1208.4906 (2014).

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