Clifford Reiter, Easy Algorithms for Finding Eigenvalues, Mathematics Magazine, 63 3 (1990), 173-178. |
Accessible numeric techniques suitable for inclusion in a first linear algebra class are described. These include the power method, the inverse power method, and Rayleigh quotient iteration. |
See also:
· A paper giving visual convergence of the Rayleigh Quotient iteration [Abstract mv_1992] |