Rayleigh Quotient Iteration
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Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. Rayleigh quotient iteration is an eigenvalue algorithm which extends the idea of the inverse iteration by using the Rayleigh quotient to obtain increasingly accurate eigenvalue estimates.Rayleigh quotient iteration is an iterative method, that is, it must be repeated until it converges to an answer (this is true of all eigenvalue algorithms). Fortunately, very rapid convergence is guaranteed and no more than a few iterations are needed in practice. The Rayleigh…mehr

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Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. Rayleigh quotient iteration is an eigenvalue algorithm which extends the idea of the inverse iteration by using the Rayleigh quotient to obtain increasingly accurate eigenvalue estimates.Rayleigh quotient iteration is an iterative method, that is, it must be repeated until it converges to an answer (this is true of all eigenvalue algorithms). Fortunately, very rapid convergence is guaranteed and no more than a few iterations are needed in practice. The Rayleigh quotient iteration algorithm converges cubically, given an initial vector that is sufficiently close to an eigenvector of the matrix that is being analyzed.