6. Finite Difference Equations
Hans F. Weinberger · Society for Industrial and Applied Mathematics eBooks · 1974
1. Finite difference equations from the Rayleigh-Ritz method. The Rayleigh-Ritz method reduces the problem of approximating the eigenvalues μ1≧μ2≧⋯ to that of computing the eigenvalues of μ1′≧μ2′≧⋯ of the matrix problem∑j=1kℬ(vi,vj)zj=μ∑j=1kA(v1,vj)zj,i=1,⋯,k.(1.1)