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The Rayleigh quotient iteration and some generalizations for nonnormal matrices

Author: B. N. Parlett
Journal: Math. Comp. 28 (1974), 679-693
MSC: Primary 65F15
MathSciNet review: 0405823
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Abstract: The Rayleigh Quotient Iteration (RQI) was developed for real symmetric matrices. Its rapid local convergence is due to the stationarity of the Rayleigh Quotient at an eigenvector. Its excellent global properties are due to the monotonic decrease in the norms of the residuals. These facts are established for normal matrices. Both properties fail for nonnormal matrices and no generalization of the iteration has recaptured both of them. We examine methods which employ either one or the other of them.

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Keywords: Eigenvector, eigenvalue, iterative methods, Rayleigh Quotient, global convergence, nonnormal matrix
Article copyright: © Copyright 1974 American Mathematical Society