Absil, PA and Mahony, R and Sepulchre, R and Van Dooren, P (2002) A Grassmann-Rayleigh quotient iteration for computing invariant subspaces. SIAM Review, 44. pp. 57-73. ISSN 0036-1445Full text not available from this repository.
The classical Rayleigh quotient iteration (RQI) allows one to compute a one-dimensional invariant subspace of a symmetric matrix A. Here we propose a generalization of the RQI which computes a p-dimensional invariant subspace of A. Cubic convergence is preserved and the cost per iteration is low compared to other methods proposed in the literature.
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|Date Deposited:||18 May 2016 17:41|
|Last Modified:||28 Jul 2016 05:55|