RQI 기법의 성능 개선

Improvement of the Rayleigh Quotient Iteration Method

When a few eigenvalues and eigenvectors are desired, Rayleigh Quotient Iteration(RQI) is widely used. The ROI, however, cannot give maximum or minimum eigenvalue/eigenvector. In this paper, Modified Rayleigh quotient Iteration(MRQI) is developed. The MRQI can give the maximum or minimum eigenvalue/eigenvector regardless of tile initial starting vector.