The algebraic eigenvalue problem
The algebraic eigenvalue problem
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This note provides a simple solution to a problem posed by Wilkinson [1] and Ralston [2]. Aitken's δ2 technique is widely employed in numerical analysis to obtain the limit point of a sequence. However, a problem with the technique has been the determination of when to start employing the technique in a sequence. If an application is very simple, say finding the zero of a univariate function, the technique can be employed on the sequence and validated by a simple improvement check. In more complex applications, it has been much more complicated or impossible to validate the employment of the technique.