On the convergence of a new Rayleigh quotient method with applications to large eigenproblems

zbMath0912.65028MaRDI QIDQ1279541

G. W. Stewart, Dianne P. O'Leary

Publication date: 8 February 1999

Published in: ETNA. Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/119750

zbMATH Keywords

algorithmconvergenceeigenvaluesingular value decompositioneigenvectorslarge eigenvalue problemssingular vector Rayleigh quotient method

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Related Items

On tridiagonal matrices unitarily equivalent to normal matrices ⋮ Rayleigh quotient algorithms for nonsymmetric matrix pencils

Uses Software

• eigs
• JDQR