A block Rayleigh quotient iteration with local quadratic convergence.
Jean‐Luc Fattebert · 1998
We present an iterative method, based on a block generalization of the Rayleigh Quotient Iteration method, to search for the lowest eigenpairs of the generalized matrix eigenvalue problem . We prove its local quadratic convergence when is symmetric. The benefits of this method are the well-conditioned linear systems produced and the ability to treat multiple or nearly degenerate eigenvalues.