• 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