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Rayleigh quotient
Rayleigh quotient
Dec 04, 2025
1 min read
approximation eigenvalue as initial guess
𝑥
𝜆
≅
𝐴
𝑥
𝑥
𝑇
𝑥
𝜆
=
𝑥
𝑇
𝐴
𝑥
𝜆
=
𝑥
𝑇
𝑘
𝐴
𝑥
𝑘
𝑥
𝑇
𝑘
𝑥
𝑘
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Rayleigh quotient iteration
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