On convergence of the inexact Rayleigh quotient iteration with MINRES

  • Authors:
  • Zhongxiao Jia

  • Affiliations:
  • -

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2012

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Abstract

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