DEFINITIONS
Normal Matrix: A AT = AT A
Near Normal Matrix:
- QTAQ = D + T where D = diag(?1, ?2,... ?n) and T is strictly upper triangular
- ||A||2 = ||T||2 + ?| ?i|2
- ||T|| measures the departure from normality of A
- If A = QT(D+ ? T)Q and ||T|| < 1 then ? measures the distance from normality of A
Rate of Convergence:
- If ||Ai+1|| ? c ||Ai||2 for 0<cə then the rate of convergence is quadratic