Absil, P-A and Sepulchre, R and Van Dooren, P and Mahony, R (2005) Cubically convergent iterations for invariant subspace computation. SIAM Journal on Matrix Analysis and Applications, 26. pp. 70-96. ISSN 0895-4798Full text not available from this repository.
We propose a Newton-like iteration that evolves on the set of fixed dimensional subspaces of ℝ n and converges locally cubically to the invariant subspaces of a symmetric matrix. This iteration is compared in terms of numerical cost and global behavior with three other methods that display the same property of cubic convergence. Moreover, we consider heuristics that greatly improve the global behavior of the iterations.
|Uncontrolled Keywords:||Cubic convergence Global convergence Grassmann manifold Invariant subspace Inverse iteration Newton method Rayleigh quotient Symmetric eigenproblem|
|Divisions:||Div F > Control|
|Depositing User:||Cron job|
|Date Deposited:||04 Feb 2015 22:35|
|Last Modified:||12 Feb 2015 01:17|