Inexact Rayleigh quotient-type methods for eigenvalue computations (Q1599140)
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scientific article; zbMATH DE number 1749889
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inexact Rayleigh quotient-type methods for eigenvalue computations |
scientific article; zbMATH DE number 1749889 |
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Inexact Rayleigh quotient-type methods for eigenvalue computations (English)
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8 January 2003
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The behavior of the inexact Rayleigh quotient iteration is analyzed for computing the eigenpairs of a given large Hermitian matrix when a close approximation is available. Efficient implementations of inexact Rayleigh quotient-type methods are analyzed, which involve the approximative solution of a linear system at each iteration by means of the conjugate residual method. The inexact version of the classical Rayleigh quotient iteration is equivalent to the Newton approach. A new stopping strategy for the inner solver is proposed. Numerical experiments show the effectiveness.
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eigenvalue approximation
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Newton method
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inexact Rayleigh quotient iteration
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eigenpairs
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large Hermitian matrix
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conjugate residual method
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numerical experiments
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