The power method for the generalized eigenvalue problem
Mathematica Applicanda, Tome 21 (1992) no. 35.

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In this paper the Power Method for the generalized eigenvalue problem for matrix pencil (A-B)x=0 is considered. At any step of this iterative process the system of linear algebraic equations By-Ax has to be approximately solved with respect to y. We try to answer the question: how accurately we have to solve this system on each step of iteration,in order to guarantee resolution of the eigenproblem with given precision.
Mots-clés : Eigenvalues, eigenvectors 
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W. Kozłowski. The power method for the generalized eigenvalue problem. Mathematica Applicanda, Tome 21 (1992) no. 35. https://geodesic-test.mathdoc.fr/item/MA_1992__21_35_293236/