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The algorithm below describes the Inverse Power Iteration method, which converges to the eigenvector associated to the eigenvalue hat ( ) j with the smallest
The algorithm below describes the Inverse Power Iteration method, which converges to the eigenvector associated to the eigenvalue hat with the smallest distance to the shift
see iamge
a Modify the algorithm so it uses the Rayleigh quotient vecAvec as the updated shift at the th iteration leading to the socalled Rayleigh Quotient Iterationsee attached image
b Explain why the algorithm in a becomes singular after convergence unless a stopping criterion is included. Insert that criterion to prevent it from crashes.
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