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On an integrable discretization of the Rayleigh quotient gradient system and the power method with a shift - MaRDI portal

On an integrable discretization of the Rayleigh quotient gradient system and the power method with a shift (Q1298636)

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scientific article; zbMATH DE number 1326420
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On an integrable discretization of the Rayleigh quotient gradient system and the power method with a shift
scientific article; zbMATH DE number 1326420

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    On an integrable discretization of the Rayleigh quotient gradient system and the power method with a shift (English)
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    11 January 2000
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    The authors study discretizations of a dynamical system related to Rayleigh quotients which they call Rayleigh quotient gradient system. They introduce a rather weak notion of integrable discretizations where the arising difference equations possess explicit solutions without defining the precise meaning of explicit. They exhibit such a discretization for the Rayleigh quotient gradient system and show that it is essentially equivalent to the power method with a shift for computing the largest eigenvalue. Finally, they show that the power method is a discrete gradient method.
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    integrable discretization
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    Rayleigh quotient gradient system
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    power method with shift
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