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
Link To Document :
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