Inverse, Shifted Inverse, and Rayleigh Quotient Iteration as Newton's Method
نویسندگان
چکیده
منابع مشابه
Inverse, Shifted Inverse, and Rayleigh Quotient Iteration as Newton's Method
Two-norm normalized inverse, shifted inverse, and Rayleigh quotient iteration are well-known algorithms for approximating an eigenvector of a symmetric matrix. In this work we establish rigorously that each one of these three algorithms can be viewed as a standard form of Newton’s method from the nonlinear programming literature, followed by the normalization. This equivalence adds considerable...
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ژورنال
عنوان ژورنال: SIAM Review
سال: 2018
ISSN: 0036-1445,1095-7200
DOI: 10.1137/15m1049956