Cubically Convergent Iterations for Invariant Subspace Computation

DOI10.1137/S0895479803422002MaRDI QIDQ4650983zbMATH OpenOpenAlexFDO

Authors P.-A. Absil, Paul van Dooren, Robert Mahony, Rodolphe 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

cubic convergenceglobal convergenceGrassmann manifoldinvariant subspaceinverse iterationNewton methodnumerical examplesRayleigh quotientsymmetric eigenproblem

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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• A modified block Newton iteration for approximating an invariant subspace of a symmetric matrix
• 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
• A Grassmann--Rayleigh quotient iteration for computing invariant subspaces
• Riemannian preconditioning
• scientific article; zbMATH DE number 4151736 (Why is no real title available?)
• A Geometric Newton Method for Oja's Vector Field
• Nonlinear Rayleigh functionals
• FEAST for differential eigenvalue problems
• Fast parallelizable methods for computing invariant subspaces of Hermitian matrices
• scientific article; zbMATH DE number 2210644 (Why is no real title available?)
• Newton's method and secant methods: a longstanding relationship from vectors to matrices
• Gradient-type subspace iteration methods for the symmetric eigenvalue problem
• A complex-projected Rayleigh quotient iteration for targeting interior eigenvalues
• Projected nonsymmetric algebraic Riccati equations and refining estimates of invariant and deflating subspaces
• A truncated-CG style method for symmetric generalized eigenvalue problems
• Convergence of the Newton-Kantorovich method for calculating invariant subspaces

Describes a project that uses

Uses Software

• JDQZ
• JDCG

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