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  • Search: subject:"Sequential subspace projection method"
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Rayleigh–Ritz quotient 1 Sequential subspace projection method 1 global convergence 1 linear convergence rate 1 linear eigenvalue problem 1
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CHENG, MINGHOU 1 HAO, CHUNLIN 1 LIU, XIN 1
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Asia-Pacific Journal of Operational Research (APJOR) 1
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A SEQUENTIAL SUBSPACE PROJECTION METHOD FOR LINEAR SYMMETRIC EIGENVALUE PROBLEM
LIU, XIN; HAO, CHUNLIN; CHENG, MINGHOU - In: Asia-Pacific Journal of Operational Research (APJOR) 30 (2013) 03, pp. 1340003-1
In this paper, we introduce a geometric model for linear symmetric eigenvalue problem, which is motivated by the fact that any eigenvalue of a symmetric positive definite matrix A is the reciprocal of the square length of an axis of the ellipsoid xTAx = 1. Hence, to find the largest eigenvalue...
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