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Rayleigh quotient based optimization methods for eigenvalue problems. (English) Zbl 1332.65053
Bai, Zhaojun (ed.) et al., Matrix functions and matrix equations. Lectures of the 4th Gene Golub summer school, Shanghai, China, July 22 – August 2, 2013. Hackensack, NJ: World Scientific; Beijing: Higher Education Press (ISBN 978-981-4675-76-5/hbk; 978-981-4675-78-9/ebook). Series in Contemporary Applied Mathematics CAM 19, 76-108 (2015).

MSC:
65F15 Numerical computation of eigenvalues and eigenvectors of matrices
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