The Rayleigh quotient and dynamic programming

The purpose of this paper is to derive a nonlinear partial differential equation for which λ given by (1.3), is one value of the solution. In Section 2, we derive this equation using a straightforward dynamic programming approach. In Section 3, we discuss some computational aspects of derermining th...

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Bibliographic Details
Main Author: Richard Bellman
Format: Article
Language:English
Published: Wiley 1978-01-01
Series:International Journal of Mathematics and Mathematical Sciences
Subjects:
Online Access:http://dx.doi.org/10.1155/S016117127800040X
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Summary:The purpose of this paper is to derive a nonlinear partial differential equation for which λ given by (1.3), is one value of the solution. In Section 2, we derive this equation using a straightforward dynamic programming approach. In Section 3, we discuss some computational aspects of derermining the solution of this equation. In Section 4, we show that the same method may be applied to the nonlinear characteristic value problem. In Section 5, we discuss how the method may by applied to find the higher characteristic values. In Section 5, we discuss how the same method may be applied to some matrix problems. Finally, in Section 7, we discuss selective computation.
ISSN:0161-1712
1687-0425