The Rayleigh quotient iteration and some generalizations for nonnormal matrices

B. N. Parlett
1974 Mathematics of Computation  
The Rayleigh Quotient Iteration (RQI) was developed for real symmetric matrices. Its rapid local convergence is due to the stationarity of the Rayleigh Quotient at an eigenvector. Its excellent global properties are due to the monotonie decrease in the norms of the residuals. These facts are established for normal matrices. Both properties fail for nonnormal matrices and no generalization of the iteration has recaptured both of them. We examine methods which employ either one or the other of them.
doi:10.1090/s0025-5718-1974-0405823-3 fatcat:j4yf6mk4fndvfmx4lm5tylhs7m