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A Grassman-Rayleigh quotient iteration for computing invariant subspaces

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..

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Abstract

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)
Subjects: UNSPECIFIED
Divisions: Div F > Control
Depositing User: Unnamed user with email sms67@cam.ac.uk
Date Deposited: 15 Dec 2015 13:35
Last Modified: 05 Feb 2016 23:03
DOI: