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

DOI10.1137/15M1049956zbMATH Open1382.65105OpenAlexW2788852429MaRDI QIDQ3133142FDOQ3133142

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

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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 (13)

• The Projected Newton Method Has Order $1 + \sqrt 2 $ for the Symmetric Eigenvalue Problem
• 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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