Year: 1988
Author: Er-Xiong Jiang
Journal of Computational Mathematics, Vol. 6 (1988), Iss. 1 : pp. 80–87
Abstract
The Rayleigh Quotient Iteration (RQI) is a very popular method for computing eigenpairs of symmetric matrices. It is a special kind of inverse iteration method using the Rayleigh Quotient as shifts. Unfortunately, poor initial approximations may render RQI to slow convergence or even to divergence, In this paper we suggest two kinds of numbers each of which can be used instead of the Rayleigh Quotient as a shifts in the RQI. We call the iteration using the new shifts the Modified Rayleigh Quotient Iteration (MRQI). It has been proved that the MRQI always converges and its convergence rate is cubic.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/1988-JCM-9500
Journal of Computational Mathematics, Vol. 6 (1988), Iss. 1 : pp. 80–87
Published online: 1988-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 8