Inverse, shifted inverse, and Rayleigh quotient iteration as Newton's method

DOI10.1137/15M1049956MaRDI QIDQ3133142zbMATH OpenOpenAlexFDO

Authors J. P. Schafermeyer, Richard Tapia, J. E. jun. Dennis

Publication date 13 February 2018

Published in SIAM Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/15m1049956

zbMATH Keywords

algorithmeigenvalueeigenvectorNewton's methodsymmetric matrixinverse iterationRayleigh quotient iterationinverse power methodshifted inverse iterationmultiplier substitution method

Mathematics Subject Classification ID

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

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Cited in

(17)

• Variational characterization and Rayleigh quotient iteration of 2D eigenvalue problem with applications
• A scalable two-level domain decomposition eigensolver for periodic Schrödinger eigenstates in anisotropically expanding domains
• A least-squares/relaxation method for the numerical solution of the three-dimensional elliptic Monge-Ampère equation
• A survey on the high convergence orders and computational convergence orders of sequences
• Rayleigh Quotient Iteration
• Wielandt Iteration
• Power Method
• Inverse Power Method
• Richard von Mises’ work for ZAMM until his emigration in 1933 and glimpses of the later history of ZAMM
• Block Newton method and block Rayleigh quotient iteration for computing invariant subspaces of general complex matrices
• Criteria for Combining Inverse and Rayleigh Quotient Iteration
• The Projected Newton Method Has Order $1 + \sqrt 2 $ for the Symmetric Eigenvalue Problem
• Implicit algorithms for eigenvector nonlinearities
• How many steps still left to \(x\)?
• Numerical methods for nonlinear equations
• A Newton's method characterization for real eigenvalue problems
• An unconstrained global optimization framework for real symmetric eigenvalue problems

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