In this paper, an attempt is done to find approximate eigenvalues and the corresponding eigenvectors of three-parameter matrix eigenvalue problem by extending Rayleigh Quotient Iteration Method (RQIM), which is generally used to solve generalized eigenvalue problems of the form Ax = λBx. Convergence criteria of RQIM will be derived in terms of matrix 2-norm. We will test the computational efficiency of the Method analytically with the help of numerical examples. All calculations are done in MATLAB software.
展开▼
