The Rayleigh Quotient Iteration and Some Generalizations for Nonnormal Matrices

DOI10.2307/2005689zbMath0293.65023OpenAlexW4239572095MaRDI QIDQ4045510

Beresford N. Parlett

Publication date: 1974

Full work available at URL: https://doi.org/10.2307/2005689

Mathematics Subject Classification ID

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

Related Items (43)

A generalized nonsymmetric Lanczos procedure ⋮ Fast algorithms using orthogonal polynomials ⋮ Cluster robustness of preconditioned gradient subspace iteration eigensolvers ⋮ An efficient algorithm for the Schrödinger-Poisson eigenvalue problem ⋮ Representations and bounds for zeros of orthogonal polynomials and eigenvalues of sign-symmetric tri-diagonal matrices ⋮ On extremum properties of orthogonal quotients matrices ⋮ Global modes in nonlinear non-normal evolutionary models: exact solutions, perturbation theory, direct numerical simulation, and chaos ⋮ Curves on $S^{n - 1} $ That Lead to Eigenvalues or Their Means of a Matrix ⋮ Variational and numerical methods for symmetric matrix pencils ⋮ Adaptive dynamic programming for discrete-time linear quadratic regulation based on multirate generalised policy iteration ⋮ Superlinear convergence of a general algorithm for the generalized Foley-Sammon discriminant analysis ⋮ Marching schemes for inverse scattering problems in waveguides with curved boundaries ⋮ Inverse iteration method with multiple cyclotomically shifted parameters ⋮ Tuned preconditioners for inexact two-sided inverse and Rayleigh quotient iteration ⋮ On the Forsythe conjecture ⋮ The continuous-time Rayleigh quotient flow on the sphere ⋮ On optimizing the sum of the Rayleigh quotient and the generalized Rayleigh quotient on the unit sphere ⋮ Nonlinear Rayleigh functionals ⋮ Computational methods of linear algebra ⋮ Fast optimization of viscosities for frequency‐weighted damping of second‐order systems ⋮ Field of optimal quotients and Hermitianity ⋮ Rayleigh quotient iteration fails for nonsymmetric matrices ⋮ Optimal quotients for solving large eigenvalue problems ⋮ Markov chains with memory, tensor formulation, and the dynamics of power iteration ⋮ Marching schemes for Cauchy wave propagation problems in laterally varying waveguides ⋮ Computation and Applications of Mathieu Functions: A Historical Perspective ⋮ A note on the Rayleigh quotient iteration for symmetric eigenvalue problems ⋮ Two-sided Grassmann-Rayleigh quotient iteration ⋮ Rayleigh Quotient Iteration for Nonsymmetric Matrices ⋮ FEAST for Differential Eigenvalue Problems ⋮ Efficent computation of eigenvalues of randomly generated matrices ⋮ A note on harmonic Ritz values and their reciprocals ⋮ Reguläre Zerlegung und Berechnung des Spektralradius nichtnegativer Matrizen ⋮ Rayleigh quotient algorithms for nonsymmetric matrix pencils ⋮ The Weierstrass iterative method as a Petrov-Galerkin method for solving eigenvalue problem ⋮ On symmetrizing the ultraspherical spectral method for self-adjoint problems ⋮ Controllability of matrix eigenvalue algorithms: the inverse power method ⋮ On an integrable discretization of the Rayleigh quotient gradient system and the power method with a shift ⋮ Convergence of the tridiagonal \(QR\) algorithm ⋮ The orthogonal Rayleigh quotient iteration (ORQI) method ⋮ Two-sided and alternating Jacobi-Davidson ⋮ Convergence of the shifted $QR$ algorithm for unitary Hessenberg matrices ⋮ A real triple dqds algorithm for the nonsymmetric tridiagonal eigenvalue problem

Cites Work

• Unnamed Item
• Unnamed Item
• On the convergence of the Rayleigh quotient iteration for the computation of the characteristic roots and vectors. I, II
• A generalized Rayleigh quotient iteration for lambda-matrices
• Global convergence of tridiagonal QR algorithm with origin shifts
• Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems
• Iterative procedures related to relaxation methods for eigenvalue problems
• The accuracy of Rayleigh’s method of calculating the natural frequencies of vibrating systems

This page was built for publication: The Rayleigh Quotient Iteration and Some Generalizations for Nonnormal Matrices