A generalized Rayleigh quotient iteration for vector Lagrangian systems with equality constraints, with a cubic-convergence criterion involving a constrained Chebyshev term, unifies and improves several eigenpair and optimization algorithms.
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Rayleigh Quotient Iteration, cubic convergence, and second covariant derivative
A generalized Rayleigh quotient iteration for vector Lagrangian systems with equality constraints, with a cubic-convergence criterion involving a constrained Chebyshev term, unifies and improves several eigenpair and optimization algorithms.