Inexact Rayleigh quotient-type methods for eigenvalue computations (Q1599140)

The behavior of the inexact Rayleigh quotient iteration is analyzed for computing the eigenpairs of a given large Hermitian matrix when a close approximation is available. Efficient implementations of inexact Rayleigh quotient-type methods are analyzed, which involve the approximative solution of a linear system at each iteration by means of the conjugate residual method. The inexact version of the classical Rayleigh quotient iteration is equivalent to the Newton approach. A new stopping strategy for the inner solver is proposed. Numerical experiments show the effectiveness.