Title of article
On an integrable discretization of the Rayleigh quotient gradient system and the power method with a shift
Author/Authors
Nakamura، نويسنده , , Y. and Kajiwara، نويسنده , , K. and Shiotani، نويسنده , , H.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1998
Pages
14
From page
77
To page
90
Abstract
An integrable discretization of the Rayleigh quotient gradient system is established. The solution of the discrete gradient system is described explicitly and converges exponentially to the same equilibrium point as that of the continuous gradient system for arbitrary large difference step size. It is shown that the discrete gradient system is essentially equivalent to the power method with a shift of origin for calculating the largest eigenvalue. The power method is then proved to be a discrete gradient method.
Keywords
Integrable discretization , Power method with shift , Rayleigh quotient gradient system
Journal title
Journal of Computational and Applied Mathematics
Serial Year
1998
Journal title
Journal of Computational and Applied Mathematics
Record number
1549224
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