On the scaled Newton method for the symmetric eigenvalue problem (Q758112)

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scientific article; zbMATH DE number 4195037
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    On the scaled Newton method for the symmetric eigenvalue problem
    scientific article; zbMATH DE number 4195037

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      On the scaled Newton method for the symmetric eigenvalue problem (English)
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      1990
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      A ``scaled Newton method'', which is equivalent to the Rayleigh quotient iteration for the symmetric eigenvalue problem, is described. Its convergence is analyzed and it is shown to behave better than the projected Newton method on a test problem.
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      scaled Newton method
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      Rayleigh quotient iteration
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      symmetric eigenvalue problem
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      convergence
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      projected Newton method
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      test problem
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