Inverse, Shifted Inverse, and Rayleigh Quotient Iteration as Newton's Method

algorithm eigenvalue eigenvector Newton's method symmetric matrix inverse iteration Rayleigh quotient iteration inverse power method shifted inverse iteration multiplier substitution method

Mathematics Subject Classification ID

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

Cites Work

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The Geometry of Algorithms with Orthogonality Constraints
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A new approach to variable metric algorithms
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Multiplier and gradient methods
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Matrix algorithms. Vol. 2: Eigensystems
A Jacobi–Davidson Iteration Method for Linear Eigenvalue Problems
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A Trace Minimization Algorithm for the Generalized Eigenvalue Problem
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On Newton-like methods
The iterative calculation of a few of the lowest eigenvalues and corresponding eigenvectors of large real-symmetric matrices
Inexact Rayleigh quotient-type methods for eigenvalue computations
Generalizations of Davidson’s Method for Computing Eigenvalues of Sparse Symmetric Matrices
Inverse Iteration, Ill-Conditioned Equations and Newton’s Method
The trace minimization method for the symmetric generalized eigenvalue problem
Computational methods for large eigenvalue problems
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Variational methods for the solution of problems of equilibrium and vibrations
The Calculation of the Eigenvectors of Codiagonal Matrices
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The solution of characteristic value-vector problems by Newton's method
Numerical methods for large eigenvalue problems
Improving the Accuracy of Computed Eigenvalues and Eigenvectors
Computing an Eigenvector with Inverse Iteration
Nichtlineare Behandlung von Eigenwertaufgaben
On the convergence of the Rayleigh quotient iteration for the computation of the characteristic roots and vectors. I, II
Inexact Newton preconditioning techniques for large symmetric eigenvalue problems
Globally and Rapidly Convergent Algorithms for Symmetric Eigenproblems
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The Projected Newton Method Has Order $1 + \sqrt 2 $ for the Symmetric Eigenvalue Problem
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Das Iterationsverfahren bei nicht selbstadjungierten linearen Eigenwertaufgaben
Iterative procedures related to relaxation methods for eigenvalue problems
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On the convergence of the Rayleigh quotient iteration for the computation of the characteristic roots and vectors. V: Usual Rayleigh quotient for non-Hermitian matrices and linear elementary divisors. VI: Usual Rayleigh quotient for nonlinear elementary divisors
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Berechnung einzelner Eigenwerte eines algebraischen linearen Eigenwertproblems durch „Störiteration”

Cited In (12)

A least-squares/relaxation method for the numerical solution of the three-dimensional elliptic Monge-Ampère equation
Variational characterization and Rayleigh quotient iteration of 2D eigenvalue problem with applications
Block Newton method and block Rayleigh quotient iteration for computing invariant subspaces of general complex matrices
A scalable two-level domain decomposition eigensolver for periodic Schrödinger eigenstates in anisotropically expanding domains
Numerical methods for nonlinear equations
Implicit algorithms for eigenvector nonlinearities
A survey on the high convergence orders and computational convergence orders of sequences
A Newton's method characterization for real eigenvalue problems
An unconstrained global optimization framework for real symmetric eigenvalue problems
Richard von Mises’ work for ZAMM until his emigration in 1933 and glimpses of the later history of ZAMM
How Many Steps Still Left to $x$*?
Criteria for Combining Inverse and Rayleigh Quotient Iteration

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