Geodesic
A block Rayleigh quotient iteration with local quadratic convergence
Electronic transactions on numerical analysis, Tome 7 (1998), pp. 56-74
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},
     year = {1998},
     volume = {7},
     zbl = {0912.65031},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/ETNA_1998__7__a9/}
}
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AU  - Fattebert,  Jean-Luc
TI  - A block Rayleigh quotient iteration with local quadratic convergence
JO  - Electronic transactions on numerical analysis
PY  - 1998
SP  - 56
EP  - 74
VL  - 7
UR  - http://geodesic.mathdoc.fr/item/ETNA_1998__7__a9/
LA  - en
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ER  - 
%0 Journal Article
%A Fattebert,  Jean-Luc
%T A block Rayleigh quotient iteration with local quadratic convergence
%J Electronic transactions on numerical analysis
%D 1998
%P 56-74
%V 7
%U http://geodesic.mathdoc.fr/item/ETNA_1998__7__a9/
%G en
%F ETNA_1998__7__a9
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/