The procedure is then:

Choose

Choose convergence tolerance

Orthonormalize (Gram-Schmidt)

Calculate

Choose such that

whiledo

Solve

(see Appendix B)

Orthonormalize (Gram-Schmidt)

Calculate

end

In some applications, individual eigenvalues are needed. They
can be obtained by a subspace rotation method where we simply need to
diagonalize the matrix . If diagonalizes
such that
diag(
), we obtain
the individual eigenvalues
with
corresponding eigenvectors .

Peter Haynes