Absil, P-A and Sepulchre, R and Van Dooren, P and Mahony, R (2003) A Newton algorithm for invariant subspace computation with large basins of attraction. Proceedings of the IEEE Conference on Decision and Control, 3. pp. 2352-2357. ISSN 0191-2216Full text not available from this repository.
We study the global behaviour of a Newton algorithm on the Grassmann manifold for invariant subspace computation. It is shown that the basins of attraction of the invariant subspaces may collapse in case of small eigenvalue gaps. A Levenberg-Marquardt-like modification of the algorithm with low numerical cost is proposed. A simple strategy for choosing the parameter is shown to dramatically enlarge the basins of attraction of the invariant subspaces while preserving the fast local convergence.
|Uncontrolled Keywords:||Cubic convergence Global convergence Grassmann manifold Invariant subspace Newton method Symmetric eigenproblem|
|Divisions:||Div F > Control|
|Depositing User:||Cron job|
|Date Deposited:||04 Feb 2015 22:50|
|Last Modified:||05 Feb 2015 08:22|