Rayleigh Quotient Based Optimization Methods for Eigenvalue Problems

DOI10.1142/9789814675772_0004zbMath1332.65053OpenAlexW2498996515MaRDI QIDQ3466115

Ren-Cang Li

Publication date: 29 January 2016

Published in: Series in Contemporary Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/6167aa795b74aed28c7f493816a35f277835adcb

zbMATH Keywords

algorithmeigenvectoreigenvalue problemconjugate gradient methodRayleigh quotientCauchy interlacing inequalitiesHermitian matrix pencilslinear response eigenvalue problemshyperbolic eigenvalue problemsmin-max principlespositive semidefinite pencils

Mathematics Subject Classification ID

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

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