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Two‐sided Rayleigh quotient iteration for periodic eigenvalue problems

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Abstract A two‐sided Rayleigh quotient iteration is proposed for the periodic eigenvalue problem of a formal matrix product. Local convergence analysis is presented and the cubic local convergence rate is proved. Numerical examples are provided for testing the proposed method.

formal matrix productperiodic eigenvalue problemperiodic Schur decompositiontwo‐sided Rayleigh quotient

Xiao Shan Chen、Hongguo Xu

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South China Normal University

University of Kansas

2022

Numerical linear algebra with applications

Numerical linear algebra with applications

SCI
ISSN:1070-5325
年,卷(期):2022.29(3)
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