Two-sided Grassmann-Rayleigh quotient iteration
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Publication:2267769
Abstract: The two-sided Rayleigh quotient iteration proposed by Ostrowski computes a pair of corresponding left-right eigenvectors of a matrix . We propose a Grassmannian version of this iteration, i.e., its iterates are pairs of -dimensional subspaces instead of one-dimensional subspaces in the classical case. The new iteration generically converges locally cubically to the pairs of left-right -dimensional invariant subspaces of . Moreover, Grassmannian versions of the Rayleigh quotient iteration are given for the generalized Hermitian eigenproblem, the Hamiltonian eigenproblem and the skew-Hamiltonian eigenproblem.
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