A GEOMETRIC CONVERGENCE THEORY FOR THE QR, RAYLEIGH QUOTIENT, AND POWER ITERATIONS.
CALIFORNIA UNIV BERKELEY DEPT OF COMPUTER SCIENCES
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The basic QR, LU, treppen, and bi-iterations are shown to produce the same sequence of subspaces as do direct and inverse iteration started from the appropriate subspaces. The methods differ only in the bases with which these subspaces are defined. A unified, complete geometric convergence theory is developed in terms of the power method. Author
- Theoretical Mathematics