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Rayleigh quotient iteration
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Mathematics
Area of mathematics
Algebra
Linear algebra
Linear operator theory
Rayleigh quotient
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Starting from a unit vector
v
k
, Rayleigh quotient iteration sets
μ
k
=
R
[
v
k
]
, solves
(
A
−
μ
k
I
)
w
k
=
v
k
,
(145)
and normalizes
v
k
+
1
=
w
k
/∥
w
k
∥
2
. The shift
μ
k
is updated from the new vector.
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(7)
Rayleigh quotient
Linear operator theory
Linear algebra
Algebra
Area of mathematics
Mathematics
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