The method of stochastic approximation for the determination of the least eigenvalue of a symmetrical matrix

DOI10.1016/0041-5553(69)90135-9zbMath0241.65037OpenAlexW2063588877MaRDI QIDQ5652127

T. P. Krasulina

Publication date: 1972

Published in: USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0041-5553(69)90135-9

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Inequalities involving eigenvalues and eigenvectors (15A42)

Related Items (3)

Stochastic Gauss-Newton algorithms for online PCA ⋮ Convergence rate of Krasulina estimator ⋮ Analysis of a stochastic approximation algorithm for computing quasi-stationary distributions

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