Convergence analysis of an inexact truncated RQ-iteration (Q1279545)
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| Language | Label | Description | Also known as |
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| English | Convergence analysis of an inexact truncated RQ-iteration |
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Convergence analysis of an inexact truncated RQ-iteration (English)
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8 February 1999
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The author analyzes the convergence of the inexact truncated Rayleigh quotient (RQ) iteration (TRQ) and shows that under some suitable conditions the inexact TRQ iteration converges linearly with small convergence factor. Moreover, the analysis recovers the quadratic (or cubic when \(A\) is Hermitian) convergence of the TRQ when the linear systems are solved exactly.
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Arnoldi method
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eigenvalues
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Rayleigh quotient
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inexact truncated iteration
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convergence
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