Iterative minimization of the Rayleigh quotient by block steepest descent iterations
DOI10.1002/NLA.1915zbMATH Open1340.65061OpenAlexW2141193768MaRDI QIDQ2948072FDOQ2948072
Authors: Klaus Neymeyr, Ming Zhou 
Publication date: 29 September 2015
Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/nla.1915
Recommendations
convergenceeigenvectorsnumerical experimentssmallest eigenvaluegeneralized eigenvalue problemRayleigh-Ritz proceduresubspace iterationsteepest descent/ascentLaplacian eigenproblemsymmetric positive definite matrix pair
Eigenvalues, singular values, and eigenvectors (15A18) Inequalities involving eigenvalues and eigenvectors (15A42) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)
Cites Work
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- Templates for the Solution of Algebraic Eigenvalue Problems
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- Simultaneous Rayleigh-quotient minimization methods for Ax=lambdaBx
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- An iterative method for finding characteristic vectors of a symmetric matrix
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- On exact estimates of the convergence rate of the steepest ascent method in the symmetric eigenvalue problem
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- Exact estima tes for the rate of convergence of the s-step method of steepest descent in eigenvalue problems
- ASYMPTOTIC BEHAVIOR OF THE $ s$-STEP METHOD OF STEEPEST DESCENT FOR EIGENVALUE PROBLEMS IN HILBERT SPACE
- A note on Inverse Iteration
Cited In (7)
- Rayleigh quotient minimization method for symmetric eigenvalue problems
- Sharp Ritz value estimates for restarted Krylov subspace iterations
- Convergence analysis of restarted Krylov subspace eigensolvers
- Convergence analysis of gradient iterations for the symmetric eigenvalue problem
- Geodesic convexity of the symmetric eigenvalue problem and convergence of steepest descent
- Title not available (Why is that?)
- Conditional gradient method for double-convex fractional programming matrix problems
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