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.
|Divisions:||Div F > Control|
|Depositing User:||Cron job|
|Date Deposited:||16 Jul 2015 13:04|
|Last Modified:||27 Nov 2015 11:42|