Parametrized Newton's Iteration for Computing an Eigenpair of a Real Symmetric Matrix in an Interval

Karabi Datta, Yoopyo Hong, Ran Baik Lee
2003 Computational Methods in Applied Mathematics  
A parameterized Newton's method to guarantee convergence to an eigenpair of a real symmetric matrix in a designated interval has been developed. The method is parametric in nature and with appropriate choices of parameters, the classical methods such as Newton's method and the Rayleigh quotient method can easily be recovered. 2000 Mathematics Subject Classification: 65F15, 65H20.
doi:10.2478/cmam-2003-0033 fatcat:i2dea3v56rd57emxxdlage77ta