On extensions of the power method for normal operators

DOI10.1016/0024-3795(89)90379-0MaRDI QIDQ1124273zbMATH OpenOpenAlexFDO

Authors Avram Sidi

Publication date 1989

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(89)90379-0

zbMATH Keywords

convergence ratedominant eigenvaluesminimal polynomial extrapolation extensionnormal matrixpower method

Mathematics Subject Classification ID

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

Review text

In a recent work by the author and \textit{J. Bridger} [J.Comput. Appl. Math. 22, 35-61 (1988; Zbl 0646.65030)] some old and some new extensions of the power method have been considered. It has been shown for some of these extensions that they enable one to estimate several dominant eigenvalues of an arbitrary square matrix. This paper continues this analysis for one of these extensions, namely, the minimal polynomial extrapolation (MPE) extension, as it is employed in estimating the dominant eigenvalues of a normal matrix. Section 1 gives a brief description of two versions of the MPE extension of the power method. Section 2 shows that the convergence rate of these methods for normal matrices is twice that for nonnormal matrices. Section 3 suggests deflation-type extensions of the power method for normal matrices and analyzes their convergence.

Recommendations

• Convergence and stability analyses for some vector extrapolation methods in the presence of defective iteration matrices
• The power method and beyond
• scientific article; zbMATH DE number 4020326
• An extrapolation technique to iterate to the smallest and largest eigenvalues of an infinite-dimensional normal matrix used in function fitting
• scientific article; zbMATH DE number 3963081

Cites work

• Acceleration of Convergence of Vector Sequences
• Convergence and stability analyses for some vector extrapolation methods in the presence of defective iteration matrices
• scientific article; zbMATH DE number 3408799 (Why is no real title available?)

Cited in

(7)

• Efficient implementation of minimal polynomial and reduced rank extrapolation methods
• An extrapolation technique to iterate to the smallest and largest eigenvalues of an infinite-dimensional normal matrix used in function fitting
• Krylov subspace methods for eigenvalues with special properties and their analysis for normal matrices
• The e-MoM approach for approximating matrix functionals
• A simple extrapolation method for clustered eigenvalues
• A vector generalisation of de Montessus' theorem for the case of polar singularities on the boundary
• Quotient-difference type generalizations of the power method and their analysis

This page was built for publication: On extensions of the power method for normal operators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1124273)