Zapiski Nauchnykh Seminarov POMI, Computational methods and algorithms. Part XX, Tome 346 (2007), pp. 5-20
Citer cet article
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/
@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},
year = {2007},
volume = {346},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2007_346_a0/}
}
TY - JOUR
AU - A. N. Borzykh
TI - Convergence analysis of an optimization algorithm for computing
JO - Zapiski Nauchnykh Seminarov POMI
PY - 2007
SP - 5
EP - 20
VL - 346
UR - http://geodesic.mathdoc.fr/item/ZNSL_2007_346_a0/
LA - ru
ID - ZNSL_2007_346_a0
ER -
%0 Journal Article
%A A. N. Borzykh
%T Convergence analysis of an optimization algorithm for computing
%J Zapiski Nauchnykh Seminarov POMI
%D 2007
%P 5-20
%V 346
%U http://geodesic.mathdoc.fr/item/ZNSL_2007_346_a0/
%G ru
%F ZNSL_2007_346_a0
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.
