Rayleigh Quotient

Power method with Rayleigh Quotient

Power 迭代法目錄: 基本概念 Power iteration; inverse power method; shifted inver power method 找第二大的 eigenvalue deflation Rayleigh Quotient 迭代及其收斂性 Power method with Rayleigh Quotient 假設 $A$ 是一個對稱矩陣 演算法: Power method with Rayleigh Quotient Iterate until convergence: $$ \tag{1} \begin{align} \hat{x}^{(k+1)} &= Ax^{(k)}\\ \lambda^{(k+1)}