Publication: Conjugate gradient methods for the Rayleigh quotient minimization of generalized eigenvalue problems
Conjugate gradient methods for the Rayleigh quotient minimization of generalized eigenvalue problems
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Yang, H. (1993). Conjugate gradient methods for the Rayleigh quotient minimization of generalized eigenvalue problems. Computing, 51(1), 79–94. https://doi.org/10.1007/BF02243830
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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.
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- Yang, H
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Yang, H. (1993). Conjugate gradient methods for the Rayleigh quotient minimization of generalized eigenvalue problems. Computing, 51(1), 79–94. https://doi.org/10.1007/BF02243830