The Orthogonal Rayleigh Quotient Iteration (ORQI) method

This paper presents a new method for computing all the eigenvectors of a real n× n symmetric band matrix T. The algorithm computes an orthogonal matrix Q=[ q 1,…, q n] and a diagonal matrix Λ=diag{ λ 1,…, λ n } such that TQ= QΛ. The basic ideas are rather simple. Assume that q 1,…, q k−1 and λ 1,…,...

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Bibliographic Details

Published in:	Linear algebra and its applications Vol. 358; no. 1; pp. 23 - 43
Main Author:	Dax, Achiya
Format:	Journal Article
Language:	English
Published:	Elsevier Inc 2003
Subjects:	Complete eigensystem Eigenvalues Eigenvectors Rayleigh quotient iteration Real symmetric band matrices Reorthogonalization Selective orthogonalization Rayleigh quotient iteration Reorthogonalization Selective orthogonalization Eigenvalues Complete eigensystem Eigenvectors Real symmetric band matrices
ISSN:	0024-3795, 1873-1856
Online Access:	Get full text
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