Two-sided Grassmann-Rayleigh quotient iteration (Q2267769): Difference between revisions
From MaRDI portal
Latest revision as of 12:54, 2 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Two-sided Grassmann-Rayleigh quotient iteration |
scientific article |
Statements
Two-sided Grassmann-Rayleigh quotient iteration (English)
0 references
2 March 2010
0 references
The authors merge Ostrowski's two-sided Rayleigh quotient iteration (RQI) for a single-vector pair with the block (or Grassmann) RQI to obtain a two-sided Grassmann iteration (2sGRQI) that operates on pairs of \(p\)-dimensional subspaces. It is shown that this iteration converges locally cubically to the pair of left-right \(p\)-dimensional eigenspaces of a nonnormal matrix \(C\). Several lemmas are proved on their own right. The practical implementation of 2sGRQI is a non trivial issue because of the need to solve Sylvester equations that become increasingly ill-conditioned as the iteration progresses. This inherent ill-condition confers to 2sGRQI its superlinear convergence. It is shown that the 2sGRQI algorithm induces particular one-sided formulations for some structured eigenproblems. It is observed numerically that certain ways of solving the Sylvester equations are preferable to others.
0 references
two-sided Grassmann-Rayleigh quotient iteration
0 references
eigenspace
0 references
structured eigenproblem
0 references
numerical examples
0 references
Sylvester matrix equation
0 references
superlinear convergence
0 references
algorithm
0 references
0 references
0 references
0 references