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Zurich Open Repository and Archive

Yang, H (1993). Conjugate gradient methods for the Rayleigh quotient minimization of generalized eigenvalue problems. Computing, 51(1):79-94.

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Abstract

Here we consider a modified version of the Rayleigh quotient conjugate gradient method of Bradbury and Fletcher for the computation of the smallest eigenvalue and a corresponding eigenvector ofAx=Bx, whereA andB are real symmetric andB is positive definite. Global convergence to an eigenpair is proved and, under certain conditions, convergence to the lowest eigenpair is obtained.

Citations

8 citations in Web of Science®
10 citations in Scopus®