On the convergence of a new Rayleigh quotient method with applications to large eigenproblems (Q1279541): Difference between revisions
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Latest revision as of 03:47, 5 March 2024
scientific article
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English | On the convergence of a new Rayleigh quotient method with applications to large eigenproblems |
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On the convergence of a new Rayleigh quotient method with applications to large eigenproblems (English)
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8 February 1999
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A variant of the Rayleigh quotient method is proposed to compute an eigenvalue and corresponding eigenvectors of a matrix. This variant called singular vector Rayleigh quotient method uses the observation that eigenvectors of a matrix with eigenvalue zero are also singular vectors corresponding to zero singular values. If these singular vectors are computed exactly the method is quadratically convergent. But exact singular vectors are not required for convergence. The method may be useful for large eigenvalue problems. The decomposition associated with a simple eigenvalue, the generalized Rayleigh quotients, and the convergence of the algorithm are discussed. Implicitly in the analysis is a relation between the inferior singular vector of the matrix and an eigenvector corresponding to a small eigenvalue.
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singular value decomposition
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eigenvalue
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eigenvectors
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singular vector Rayleigh quotient method
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convergence
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large eigenvalue problems
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algorithm
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