Estimating the Largest Eigenvalue of a Positive Definite Matrix

DOI10.2307/2006463MaRDI QIDQ3875207zbMATH OpenOpenAlexFDO

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

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

dominant eigenvectorpositive definite matrixpower methodRayleigh quotient

Mathematics Subject Classification ID

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

Cited in

(14)

• Error bounds on the power method for determining the largest eigenvalue of a symmetric, positive definite matrix
• On sensitivity of Gauss-Christoffel quadrature
• On Estimating the Largest Eigenvalue with the Lanczos Algorithm
• Some basic information on information-based complexity theory
• Spectroscopy of drums and quantum billiards: perturbative and nonperturbative results
• Bounding the spectrum of large Hermitian matrices
• Quantum algorithm for estimating largest eigenvalues
• Randomized vector iterative linear solvers of high precision for large dense system
• Two stochastic algorithms for solving elastostatics problems governed by the Lamé equation
• Stochastic simulation algorithms for iterative solution of the Lamé equation
• Inhomogeneous CTMC birth-and-death models solved by uniformization with steady-state detection
• Geodesic convexity of the symmetric eigenvalue problem and convergence of steepest descent
• Assessing the Perron-Frobenius root of symmetric positive semidefinite matrices by the adaptive steepest descent method
• A minimum norm approach for low-rank approximations of a matrix

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