First we assume that a Cholesky factorization of
is easily obtainable.
We then reformulate (5.1) as a standard Hermitian eigenvalue
problem with the matrix
as described
in the previous subsection (5.5),
possibly after making
positive definite as noted
in the introduction (5.2).
The power method of §4.3 now takes the following form.
In step (3),
the computation can be executed into three
steps as