Two-sided Grassmann-Rayleigh quotient iteration
The authors merge Ostrowski's two-sided Rayleigh quotient iteration (RQI) for a single-vector pair with the block (or Grassmann) RQI to obtain a two-sided Grassmann iteration (2sGRQI) that operates on pairs of \(p\)-dimensional subspaces. It is shown that this iteration converges locally cubically to the pair of left-right \(p\)-dimensional eigenspaces of a nonnormal matrix \(C\). Several lemmas are proved on their own right. The practical implementation of 2sGRQI is a non trivial issue because of the need to solve Sylvester equations that become increasingly ill-conditioned as the iteration progresses. This inherent ill-condition confers to 2sGRQI its superlinear convergence. It is shown that the 2sGRQI algorithm induces particular one-sided formulations for some structured eigenproblems. It is observed numerically that certain ways of solving the Sylvester equations are preferable to others.
- A Grassmann--Rayleigh quotient iteration for computing invariant subspaces
- Two-sided and alternating Jacobi-Davidson
- A block Rayleigh quotient iteration with local quadratic convergence
- A note on the approximation of two-sided Rayleigh quotient to eigenvalues
- Rayleigh quotient algorithms for nonsymmetric matrix pencils
- A generalization of Saad's theorem on Rayleigh-Ritz approximations
- A Grassmann--Rayleigh quotient iteration for computing invariant subspaces
- A Hessenberg-Schur method for the problem AX + XB= C
- A modified block Newton iteration for approximating an invariant subspace of a symmetric matrix
- Adaptive eigenvalue computations using Newton's method on the Grassmann manifold
- Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4]
- Angles in complex vector spaces
- Computing an Eigenvector with Inverse Iteration
- Computing tall skinny solutions of \(AX-XB=C\)
- Cubically Convergent Iterations for Invariant Subspace Computation
- Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems
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- Improving the Accuracy of Computed Eigenvalues and Eigenvectors
- Inverse Iteration, Ill-Conditioned Equations and Newton’s Method
- Iterative procedures related to relaxation methods for eigenvalue problems
- Manifolds, tensor analysis, and applications.
- Numerical Computation of Deflating Subspaces of Skew-Hamiltonian/Hamiltonian Pencils
- On the convergence of the Rayleigh quotient iteration for the computation of the characteristic roots and vectors. I, II
- On the convergence of the Rayleigh quotient iteration for the computation of the characteristic roots and vectors. III: Generalized Rayleigh quotient and characteristic roots with linear elementary divisors. IV: Generalized Rayleigh quotient for nonlinear
- On the numerical solution of AX-XB=C
- Rayleigh Quotient Iteration for Nonsymmetric Matrices
- Riemannian geometry of Grassmann manifolds with a view on algorithmic computation
- Solution of the Sylvester matrix equation AXB T + CXD T = E
- The Dynamics of Rayleigh Quotient Iteration
- The Geometry of Algorithms with Orthogonality Constraints
- The Rayleigh Quotient Iteration and Some Generalizations for Nonnormal Matrices
- Three methods for refining estimates of invariant subspaces
- Understanding the QR Algorithm
- Unitarily Invariant Metrics on the Grassmann Space
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