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On the Sum of the Largest Eigenvalues of a Symmetric Matrix

โœ Scribed by Overton, Michael L.; Womersley, Robert S.


Book ID
118212586
Publisher
Society for Industrial and Applied Mathematics
Year
1992
Tongue
English
Weight
559 KB
Volume
13
Category
Article
ISSN
0895-4798

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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