Given an approximate eigenvector, its (standard) Rayleigh quotient and harmonic Rayleigh quotient are two well-known approximations to the corresponding eigenvalue. We propose a new type of Rayleigh quotient, the homogeneous Rayleigh quotient, and analyze its sensitivity with respect to perturbations in the eigenvector. Furthermore, we study the inverse of this homogeneous Rayleigh quotient as stepsize for the gradient method for unconstrained optimization. The notion and basic properties are also extended to the generalized eigenvalue problem.
翻译:以其( 标准) Rayleigh 商数和 yoronic Rayleigh 商数为近似于相应的 egenvaly 的两个众所周知的近似值。 我们提出一种新的Rayleigh 商数, 即同质 Rayleigh 商数, 并分析其对 eigenvictor 扰动的敏感度。 此外, 我们研究这种同质的 Rayleigh 商数的反面, 将其作为不限制优化的梯度方法的阶梯化。 概念和基本特性也扩大到通用的 eigen值问题 。