Rayleigh quotient iteration (Any eigenpair; Any eigenvalue Eigenvalues (Iterative Methods))

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Time Complexity

$O(n^{2})$

Space Complexity

$O(n^{2})$ words

(Need to compute and store $(A-mu_i*I)^{(-1)}$)

Description

Approximate?

Exact

Randomized?

No, deterministic

Model of Computation

Word/Real RAM

Year

1940

Reference

-

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