Numerical Considerations in Computing Invariant Subspaces

DOI10.1137/0613013MaRDI QIDQ3988981zbMATH OpenOpenAlexFDO

Authors J. H. Wilkinson, Jack Dongarra, S. Hammarling

Publication date 28 June 1992

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

Full work available at URL https://digital.library.unt.edu/ark:/67531/metadc1204481/

zbMATH Keywords

numerical exampleseigenvectorsinvariant subspacesorthogonal transformationsSchur factorizationill-conditioned eigenvalues

Mathematics Subject Classification ID

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

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Cited in

(9)

• Numerical methods and questions in the organization of calculus. XII. Transl. from the Russian
• Solving SDGE models: a new algorithm for the Sylvester equation
• scientific article; zbMATH DE number 4121301 (Why is no real title available?)
• A Grassmann--Rayleigh quotient iteration for computing invariant subspaces
• Matlab code for sorting real Schur forms
• Backward perturbation analysis of certain characteristic subspaces
• On swapping diagonal blocks in real Schur form
• Spectral methods for volatility derivatives
• Methods and algorithms of solving spectral problems for polynomial and rational matrices

Describes a project that uses

Uses Software

• HQR3
• LAPACK

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