Accession Number : AD0764096
Title : The Rayleigh Quotient Iteration and Some Generalizations for Nonnormal Matrices.
Descriptive Note : Technical rept.,
Corporate Author : CALIFORNIA UNIV BERKELEY DEPT OF COMPUTER SCIENCES
Personal Author(s) : Parlett,B. N.
Report Date : APR 1973
Pagination or Media Count : 34
Abstract : The Rayleight Quotient Iteration (RQI) was developed for real symmetric matrices. Its rapid local convergence is due to the stationarity of the R.Q. 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. Methods are examined which employ either one or the other of them. (Author)
Descriptors : (*MATRICES(MATHEMATICS), ITERATIONS), POLYNOMIALS, APPROXIMATION(MATHEMATICS), CONVERGENCE, RESONANT FREQUENCY, VIBRATION, OSCILLATION, THEOREMS
Subject Categories : Theoretical Mathematics
Distribution Statement : APPROVED FOR PUBLIC RELEASE