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On Convergence of MRQI and IMRQI Methods for Hermitian Eigenvalue Problems

         

摘要

Bai et al.proposed the multistep Rayleigh quotient iteration (MRQI) as well as its inexact variant (IMRQI) in a recent work (Comput.Math.Appl.77: 2396-2406,2019).These methods can be used to effectively compute an eigenpair of a Hermitian matrix.The convergence theorems of these methods were established under two conditions imposed on the initial guesses for the target eigenvalue and eigenvector.In this paper,we show that these two conditions can be merged into a relaxed one,so the convergence conditions in these theorems can be weakened,and the resulting convergence theorems are applicable to a broad class of matrices.In addition,we give detailed discussions about the new convergence condition and the corresponding estimates of the convergence errors,leading to rigorous convergence theories for both the MRQI and the IMRQI.

著录项

  • 来源
    《应用数学与计算数学学报》 |2021年第1期|189-197|共9页
  • 作者

  • 作者单位

    北京信息科技大学;

    中南大学;

  • 原文格式 PDF
  • 正文语种 chi
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