Absil, PA and Mahony, R and Sepulchre, R and Van Dooren, P (2000) A Grassman-Rayleigh quotient iteration for computing invariant subspaces. In: UNSPECIFIED pp. 4241-4246..Full text not available from this repository.
The classical Rayleigh Quotient Iteration (RQI) computes a 1-dimensional invariant subspace of a symmetric matrix A with cubic convergence. We propose a generalization of the RQI which computes a p-dimensional invariant subspace of A. The geometry of the algorithm on the Grassmann manifold Gr(p,n) is developed to show cubic convergence and to draw connections with recently proposed Newton algorithms on Riemannian manifolds.
|Item Type:||Conference or Workshop Item (UNSPECIFIED)|
|Divisions:||Div F > Control|
|Depositing User:||Unnamed user with email firstname.lastname@example.org|
|Date Deposited:||15 Dec 2015 13:35|
|Last Modified:||05 Feb 2016 23:03|