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Similar to inverse iteration, the Rayleigh quotient
iteration (RQI) method of §4.3 can also be
generalized to solve the problem (5.1).
The only difference between Algorithms 5.2 and 5.3 is in step
(8), where the shift is updated. This makes it necessary to perform
a sparse factorization in step (3) in each iteration.
The reward for this is a cubic rate of convergence.
Susan Blackford
2000-11-20