A block Rayleigh quotient iteration with local quadratic convergence (Q1279549)
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scientific article; zbMATH DE number 1249451
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| English | A block Rayleigh quotient iteration with local quadratic convergence |
scientific article; zbMATH DE number 1249451 |
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A block Rayleigh quotient iteration with local quadratic convergence (English)
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8 February 1999
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The author presents an iterative eigensolver, based on a block generalization of the Rayleigh quotient iterative method, to search for the \(p\) lowest eigenpairs of the generalized matrix eigenvalue problem \(Au= \lambda Bu\). Local quadratic convergence is proved assuming \(A\) and \(B\) are such that \(B^{-1}A\) is symmetric. This scheme produces well-conditioned linear systems and has the ability to treat multiple and nearly degenerate eigenvalues.
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block Rayleigh quotient iteration
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local quadratic convergence
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subspace iteration
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Rayleigh-Ritz procedure
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generalized matrix eigenvalue problem
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0.821050763130188
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0.8187773823738098
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0.8089213967323303
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