Newton-type methods for simultaneous matrix diagonalization
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Publication:2089086
DOI10.1007/S10092-022-00484-3zbMATH Open1502.65015arXiv2110.11133OpenAlexW4286898086MaRDI QIDQ2089086FDOQ2089086
Authors: Rima Khouja, Jean-Claude Yakoubsohn, Bernard Mourrain 
Publication date: 6 October 2022
Published in: Calcolo (Search for Journal in Brave)
Abstract: This paper proposes a Newton-type method to solve numerically the eigenproblem of several diagonalizable matrices, which pairwise commute. A classical result states that these matrices are simultaneously diagonalizable. From a suitable system of equations associated to this problem, we construct a sequence that converges quadratically towards the solution. This construction is not based on the resolution of a linear system as is the case in the classical Newton method. Moreover, we provide a theoretical analysis of this construction and exhibit a condition to get a quadratic convergence. We also propose numerical experiments, which illustrate the theoretical results.
Full work available at URL: https://arxiv.org/abs/2110.11133
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eigenvaluessimultaneous diagonalizationeigenproblemNewton-type methodcertificationhigh precision computation
Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of solutions to systems of equations (65H10) Software, source code, etc. for problems pertaining to numerical analysis (65-04)
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- Applications of Newton's method to some numerical problems in matrix theory
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- Newton Method for Joint Approximate Diagonalization of Positive Definite Hermitian Matrices
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- Newton-Krylov iterative matrix representative spectrum
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