Abstract

Using an integrable discretization of the Rayleigh quotient system, a new algorithm for computing the largest eigenvalue is obtained. The Rayleigh quotient system is discretized by our own method (Bull. Kurume Inst. Technol 11 (1987) 1–7), which solves a quadratic differential equation explicitly. The algorithm converges more rapidly than Wilkinson's power method with a shift of the origin.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.