The symmetric eigenvalue problem
The symmetric eigenvalue problem
Matrix algorithms
Convergence Analysis of Inexact Rayleigh Quotient Iteration
SIAM Journal on Matrix Analysis and Applications
Iterative Methods for Sparse Linear Systems
Iterative Methods for Sparse Linear Systems
Inexact Inverse Iteration with Variable Shift for Nonsymmetric Generalized Eigenvalue Problems
SIAM Journal on Matrix Analysis and Applications
Convergence Analysis of Iterative Solvers in Inexact Rayleigh Quotient Iteration
SIAM Journal on Matrix Analysis and Applications
On convergence of the inexact Rayleigh quotient iteration with MINRES
Journal of Computational and Applied Mathematics
On convergence of the inexact Rayleigh quotient iteration with MINRES
Journal of Computational and Applied Mathematics
Hi-index | 7.29 |
For the Hermitian inexact Rayleigh quotient iteration (RQI), we present a new general theory, independent of iterative solvers for shifted inner linear systems. The theory shows that the method converges at least quadratically under a new condition, called the uniform positiveness condition, that may allow the residual norm @x"k=1 of the inner linear system at outer iteration k+1 and can be considerably weaker than the condition @x"k@?@x