Localization Criteria and Containment for Rayleigh Quotient Iteration

DOI10.1137/0610006zbMath0665.65032OpenAlexW1994078072MaRDI QIDQ3816902

David W. Fox, Christopher A. Beattie

Publication date: 1989

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0610006

zbMATH Keywords

rate of convergencenumerical examplesinverse iterationgeneralized Hermitian eigenvalue problemRayleight quotient iteration

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Eigenvalues, singular values, and eigenvectors (15A18)

Related Items

Variational and numerical methods for symmetric matrix pencils ⋮ Inverse iteration method with multiple cyclotomically shifted parameters ⋮ The orthogonal Rayleigh quotient iteration (ORQI) method ⋮ Inverse Iteration for Large Defective Eigensystems

Uses Software

• EISPACK