Rayleigh quotient iteration
= Rayleigh quotient iteration
{wiki=Rayleigh_quotient_iteration}
Rayleigh Quotient Iteration is an iterative numerical method used for finding an eigenvalue and corresponding eigenvector of a matrix. It is particularly useful for finding the eigenvalue that is closest to a given initial estimate. This method can be seen as an extension of the standard power iteration and is more efficient, especially when searching for a dominant eigenvalue.