Convergence analysis of an optimization algorithm for computing
Zapiski Nauchnykh Seminarov POMI, Computational methods and algorithms. Part XX, Tome 346 (2007), pp. 5-20
Voir la notice de l'article provenant de la source Math-Net.Ru
A new optimization algorithm for computing the largest eigenvalue of a real symmetric
matrix is considered. The algorithm is based on a sequence of plane rotations increasing the sum of
the matrix entries. It is proved that the algorithm converges linearly and it is shown that it can
be regarded as a relaxation method for the Rayleigh quotient.
@article{ZNSL_2007_346_a0,
author = {A. N. Borzykh},
title = {Convergence analysis of an optimization algorithm for computing},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {5--20},
publisher = {mathdoc},
volume = {346},
year = {2007},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2007_346_a0/}
}
A. N. Borzykh. Convergence analysis of an optimization algorithm for computing. Zapiski Nauchnykh Seminarov POMI, Computational methods and algorithms. Part XX, Tome 346 (2007), pp. 5-20. http://geodesic.mathdoc.fr/item/ZNSL_2007_346_a0/