A Block Rayleigh Quotient Iteration with Local Quadratic Convergence
نویسنده
چکیده
We present an iterative method, based on a block generalization of the Rayleigh Quotient Iteration method, to search for the p lowest eigenpairs of the generalized matrix eigenvalue problem Au = Bu. We prove its local quadratic convergence when B A is symmetric. The benefits of this method are the well-conditioned linear systems produced and the ability to treat multiple or nearly degenerate eigenvalues.
منابع مشابه
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