On the scaled Newton method for the symmetric eigenvalue problem (Q758112): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the scaled Newton method for the symmetric eigenvalue problem |
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On the scaled Newton method for the symmetric eigenvalue problem (English)
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1990
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A ``scaled Newton method'', which is equivalent to the Rayleigh quotient iteration for the symmetric eigenvalue problem, is described. Its convergence is analyzed and it is shown to behave better than the projected Newton method on a test problem.
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scaled Newton method
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Rayleigh quotient iteration
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symmetric eigenvalue problem
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convergence
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projected Newton method
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test problem
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