Cubically Convergent Iterations for Invariant Subspace Computation

DOI10.1137/S0895479803422002zbMath1075.65049MaRDI QIDQ4650983

Paul Van Dooren, Robert Mahony, Pierre-Antoine Absil, Rodolphe J. Sepulchre

Publication date: 21 February 2005

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

Full work available at URL: https://doi.org/10.1137/s0895479803422002

zbMATH Keywords

global convergence; numerical examples; invariant subspace; Rayleigh quotient; Newton method; Grassmann manifold; inverse iteration; cubic convergence; symmetric eigenproblem

Mathematics Subject Classification ID

65F15: Numerical computation of eigenvalues and eigenvectors of matrices

Related Items

FEAST for Differential Eigenvalue Problems, Nonlinear Rayleigh functionals, Newton's method and secant methods: a longstanding relationship from vectors to matrices, Projected nonsymmetric algebraic Riccati equations and refining estimates of invariant and deflating subspaces, A truncated-CG style method for symmetric generalized eigenvalue problems, A locally optimal rank revealing product decomposition, Multiway \(p\)-spectral graph cuts on Grassmann manifolds, Two-sided Grassmann-Rayleigh quotient iteration, Block Newton method and block Rayleigh quotient iteration for computing invariant subspaces of general complex matrices, Refining estimates of invariant and deflating subspaces for large and sparse matrices and pencils, A framework for generalising the Newton method and other iterative methods from Euclidean space to manifolds, Riemannian Preconditioning, A Geometric Newton Method for Oja's Vector Field

Uses Software

• JDQZ
• JDCG