function [X,rho,res] = rayleigh(A,x0,tol) % % This is the Rayleigh Quotient Iteration (RQI) % method. % % Written by Ming Gu for MA221, Fall 2007 % flg = 1; x0 = x0/norm(x0); X = x0; rho = x0'*A*x0; n = length(A); res = norm((A-rho(end)*eye(n))*X(:,end)); while flg y = (A-rho(end)*eye(n))\X(:,end); X = [X, y/norm(y)]; rho = [rho, X(:,end)'*A*X(:,end)]; res = [res, norm((A-rho(end)*eye(n))*X(:,end))]; if (res(end)