Zapiski Nauchnykh Seminarov POMI
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Zap. Nauchn. Sem. POMI:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Zapiski Nauchnykh Seminarov POMI, 2007, Volume 346, Pages 5–20 (Mi znsl83)  
Convergence analysis of an optimization algorithm for computing the largest eigenvalue of a symmetric matrix

A. N. Borzykh

Saint-Petersburg State University
Full-text PDF (196 kB)
References:
PDF
HTML
Abstract: A new optimization algorithm for computing the largest eigenvalue of a real symmetric matrix is considered. The algorithm is based on a sequence of plane rotations increasing the sum of the matrix entries. It is proved that the algorithm converges linearly and it is shown that it can be regarded as a relaxation method for the Rayleigh quotient.
Received: 01.10.2007
English version:
Journal of Mathematical Sciences (New York), 2008, Volume 150, Issue 2, Pages 1917–1925
DOI: https://doi.org/10.1007/s10958-008-0105-1
Bibliographic databases:
UDC: 519.6
Language: Russian
Citation: A. N. Borzykh, “Convergence analysis of an optimization algorithm for computing the largest eigenvalue of a symmetric matrix”, Computational methods and algorithms. Part XX, Zap. Nauchn. Sem. POMI, 346, POMI, St. Petersburg, 2007, 5–20; J. Math. Sci. (N. Y.), 150:2 (2008), 1917–1925
Citation in format AMSBIB
\Bibitem{Bor07}
\by A.~N.~Borzykh
\paper Convergence analysis of an optimization algorithm for computing
the largest eigenvalue of a symmetric matrix
\inbook Computational methods and algorithms. Part~XX
\serial Zap. Nauchn. Sem. POMI
\yr 2007
\vol 346
\pages 5--20
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl83}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2469437}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2008
\vol 150
\issue 2
\pages 1917--1925
\crossref{https://doi.org/10.1007/s10958-008-0105-1}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-41149099084}
Linking options:
  • https://www.mathnet.ru/eng/znsl83
  • https://www.mathnet.ru/eng/znsl/v346/p5
    • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Записки научных семинаров ПОМИ
    Statistics & downloads:
    Abstract page:256
    Full-text PDF :93
    References:29
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024