Rayleigh Quotient Iteration for Nonsymmetric Matrices
Rayleigh Quotient Iteration for Nonsymmetric Matrices
Rayleigh quotient iteration is an iterative algorithm for the calculation of approximate eigenvectors of a matrix. Given a matrix, the algorithm supplies a function whose iteration of an initial vector, ${v_0}$, produces a sequence of vectors, ${v_n}$. If the matrix is symmetric, then for almost any choice of ${v_0}$ the …