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Convergence of the Jacobi and Gauss-Seidel iterative methods

✍ Scribed by Pham Van At


Publisher
Elsevier Science
Year
1975
Weight
315 KB
Volume
15
Category
Article
ISSN
0041-5553

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## Abstract Rayleigh quotient iteration is an iterative method with some attractive convergence properties for finding (interior) eigenvalues of large sparse Hermitian matrices. However, the method requires the accurate (and, hence, often expensive) solution of a linear system in every iteration st