Using the Matrix Sign Function to Compute Invariant Subspaces

DOI10.1137/S0895479896297719zbMath0914.65035MaRDI QIDQ4389070

Zhaojun Bai, James W. Demmel

Publication date: 11 May 1998

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

Newton's methodnumerical exampleseigenvalue probleminvariant subspaceconditioningnumerical stabilitymatrix sign functioniterative refinementdivide-and-conquer algorithmdefacting subspaces

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of matrix norms, conditioning, scaling (65F35)

Related Items (22)

Perturbation analysis for the sign functions of regular matrix pairs ⋮ A modified matrix sign function method for projected Lyapunov equations ⋮ Spectral division methods for block generalized Schur decompositions ⋮ Computing Fundamental Matrix Decompositions Accurately via the Matrix Sign Function in Two Iterations: The Power of Zolotarev's Functions ⋮ Nonlinear eigenvalue and frequency response problems in industrial practice ⋮ An invariant subspace method for large-scale algebraic Riccati equation ⋮ Calculating a function of a matrix with a real spectrum ⋮ Pseudospectral shattering, the sign function, and diagonalization in nearly matrix multiplication time ⋮ Iterative and doubling algorithms for Riccati‐type matrix equations: A comparative introduction ⋮ A globally convergent variant of mid-point method for finding the matrix sign ⋮ PARALLEL SPECTRAL DIVISION USING THE MATRIX SIGN FUNCTION FOR THE GENERALIZED EIGENPROBLEM ⋮ Constructing a high-order globally convergent iterative method for calculating the matrix sign function ⋮ Approximating the matrix sign function using a novel iterative method ⋮ Fast linear algebra is stable ⋮ The coninvolutory decomposition and its computation for a complex matrix ⋮ Computing enclosures for the inverse square root and the sign function of a matrix ⋮ The matrix sign function for solving surface wave problems in homogeneous and laterally periodic elastic half-spaces ⋮ A structure-preserving doubling algorithm for continuous-time algebraic Riccati equations ⋮ Convex invertible sets and matrix sign function ⋮ An arithmetic for matrix pencils: theory and new algorithms ⋮ Solving matrix polynomial equations arising in queueing problems ⋮ Some new algorithms for the spectral dichotomy methods

Uses Software

• LAPACK
• EISPACK

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