On the convergence of a new Rayleigh quotient method with applications to large eigenproblems

MaRDI QIDQ1279541zbMATH OpenFDO

Authors G. W. Stewart, Dianne P. O'Leary

Publication date 8 February 1999

Published in ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/119750, http://www.emis.de/journals/ETNA/vol.7.1998/

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zbMATH Keywords

convergencesingular value decompositioneigenvectorsalgorithmeigenvaluelarge eigenvalue problemssingular vector Rayleigh quotient method

Mathematics Subject Classification ID

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

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• On convergence of the inexact Rayleigh quotient iteration with the Lanczos method used for solving linear systems
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