A note on Inverse Iteration
نویسنده
چکیده
Inverse iteration, if applied to a symmetric positive definite matrix, is shown to generate a sequence of iterates with monotonously decreasing Rayleigh quotients. We present sharp bounds from above and from below which highlight inverse iteration as a descent scheme for the Rayleigh quotient. Such estimates provide the background for the analysis of the behavior of the Rayleigh quotient in certain approximate variants of inverse iteration.
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ورودعنوان ژورنال:
- Numerical Lin. Alg. with Applic.
دوره 12 شماره
صفحات -
تاریخ انتشار 2005