Estimating the Largest Eigenvalue of a Positive Definite Matrix

DOI10.2307/2006463zbMath0435.65026OpenAlexW4255783786MaRDI QIDQ3875207

G. W. Stewart, James S. Vandergraft, Dianne P. O'Leary

Publication date: 1979

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2006463

zbMATH Keywords

Rayleigh quotientpositive definite matrixpower methoddominant eigenvector

Mathematics Subject Classification ID

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

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