Proceedings of the KIEE Conference (대한전기학회:학술대회논문집)

The Korean Institute of Electrical Engineers (대한전기학회)
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Improvement of the Rayleigh Quotient Iteration Method

RQI 기법의 성능 개선

  • 전창완 (서울대학교 공과대학 제어계측공학과) ;
  • 김형중 (강원대학교 공과대학 제어계측공학과) ;
  • 이장규 (서울대학교 공과대학 제어계측공학과)
  • Published : 1994.11.18
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Abstract

When a few eigenvalues and eigenvectors are desired, Rayleigh Quotient Iteration(RQI) is widely used. The ROI, however, cannot give maximum or minimum eigenvalue/eigenvector. In this paper, Modified Rayleigh quotient Iteration(MRQI) is developed. The MRQI can give the maximum or minimum eigenvalue/eigenvector regardless of tile initial starting vector.

Keywords