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Two-Sided Bounds for the Smallest Eigenvalue of a Positive-Definite Matrix in the Presence of Constraints

โœ Scribed by G. V. Savinov


Book ID
110420386
Publisher
Springer US
Year
2003
Tongue
English
Weight
202 KB
Volume
114
Category
Article
ISSN
1573-8795

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โœ Joel Friedman ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 957 KB

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