Three methods for refining estimates of invariant subspaces

DOI10.1007/BF02253743zbMath0602.65022MaRDI QIDQ1082035

James W. Demmel

Publication date: 1987

Published in: Computing (Search for Journal in Brave)

zbMATH Keywords

convergence; generalized eigenvalue problem; invariant subspaces; Riccati equation; iterative refinement

Mathematics Subject Classification ID

65F15: Numerical computation of eigenvalues and eigenvectors of matrices

65H10: Numerical computation of solutions to systems of equations

Related Items

Continuation of invariant subspaces, IMPROVED DETECTION OF BIFURCATIONS IN LARGE NONLINEAR SYSTEMS VIA THE CONTINUATION OF INVARIANT SUBSPACES ALGORITHM, Fast algorithms for the Sylvester equation \(AX-XB^{T}=C\), A block Newton method for nonlinear eigenvalue problems, A numerical method for computing the Hamiltonian Schur form, A note on refining eigenelements of symmetric matrices, Analyzing stationary and periodic solutions of systems of parabolic partial differential equations by using singular subspaces as reduced basis, The Riccati algorithm for eigenvalues and invariant subspaces of matrices with inexpensive action, Computing tall skinny solutions of \(AX-XB=C\), On conjugate gradient-like methods for eigen-like problems, Arnoldi-Riccati method for large eigenvalue problems, Two-sided Grassmann-Rayleigh quotient iteration, Iterative refinement for defective subspaces of differential operators, On iterative refinements for spectral sets and spectral subspaces

Uses Software

• RICPAC
• Algorithm 432

Cites Work

• Improving the Accuracy of Computed Eigenvalues and Eigenvectors
• A Hessenberg-Schur method for the problem AX + XB= C
• Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems
• Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]
• Unnamed Item