New iterative methods for solution of the eigenproblem

作者: W. W. Bradbury , R. Fletcher

DOI: 10.1007/BF02162089

关键词: PreconditionerRayleigh quotientMinificationMathematical optimizationMathematicsRayleigh quotient iterationEigenvalues and eigenvectorsNumerical analysisApplied mathematicsIterative method

摘要: Recently developed minimization methods are applied to the of Rayleigh quotient a general eigensystem, producing efficient iterative for finding extremal eigenvalues and associated eigenvectors. Numerical results quoted systems widely differing order, an assessment is made, together with how they compare against other well-known methods.

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