Geodesic
A block Rayleigh quotient iteration with local quadratic convergence
Electronic transactions on numerical analysis, Tome 7 (1998), pp. 56-74.

Voir la notice de l'article provenant de la source Electronic Library of Mathematics

Summary: We present an iterative method, based on a block generalization of the Rayleigh Quotient Iteration method, to search for the lowest eigenpairs of the generalized matrix eigenvalue problem . We prove p Au = B u its local quadratic convergence when ,1 is symmetric. The benefits of this method are the well-conditioned B A linear systems produced and the ability to treat multiple or nearly degenerate eigenvalues.
Classification : 65F15
Keywords: subspace iteration, Rayleigh quotient iteration, Rayleigh-ritz procedure 
@article{ETNA_1998__7__a9,
     author = {Fattebert, Jean-Luc},
     title = {A block {Rayleigh} quotient iteration with local quadratic convergence},
     journal = {Electronic transactions on numerical analysis},
     pages = {56--74},
     publisher = {mathdoc},
     volume = {7},
     year = {1998},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/ETNA_1998__7__a9/}
}
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%J Electronic transactions on numerical analysis
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Fattebert, Jean-Luc. A block Rayleigh quotient iteration with local quadratic convergence. Electronic transactions on numerical analysis, Tome 7 (1998), pp. 56-74. http://geodesic.mathdoc.fr/item/ETNA_1998__7__a9/