The Rayleigh quotient iteration for quadratic eigenvalue problems
نویسندگان
چکیده
منابع مشابه
Alternatives to the Rayleigh Quotient for the Quadratic Eigenvalue Problem
We consider the quadratic eigenvalue problem λ2Ax+ λBx+Cx = 0. Suppose that u is an approximation to an eigenvector x (for instance, obtained by a subspace method) and that we want to determine an approximation to the corresponding eigenvalue λ. The usual approach is to impose the Galerkin condition r(θ, u) = (θ2A+ θB +C)u ⊥ u, from which it follows that θ must be one of the two solutions to th...
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ژورنال
عنوان ژورنال: PAMM
سال: 2011
ISSN: 1617-7061
DOI: 10.1002/pamm.201110157