An Eigenvalue Method for Testing Positive Definiteness of a Multivariate Form
โ Scribed by Qin Ni; Liqun Qi; Fei Wang
- Book ID
- 118212952
- Publisher
- IEEE
- Year
- 2008
- Tongue
- English
- Weight
- 604 KB
- Volume
- 53
- Category
- Article
- ISSN
- 0018-9286
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๐ SIMILAR VOLUMES
A projection method for computing the minimal eigenvalue of a symmetric and positive definite Toeplitz matrix is presented. It generalizes and accelerates the algorithm considered in [12] (W. Mackens, H. Voss, SIAM J. Matrix Anal. Appl. 18 (1997) Q-534). Global and cubic convergence is proved. Rand
Let A be a positive definite, symmetric matrix. We wish to determine the largest eigenvalue, 1,. We consider the power method, i.e. that of choosing a vector v. and setting vk = Akvo; then the Rayleigh quotients Rk = (Auk, vk)/( ok, ok) usually converge to 21 as k -+ 03 (here (u, v) denotes their in