Block Newton method and block Rayleigh quotient iteration for computing invariant subspaces of general complex matrices

DOI10.1016/J.LAA.2017.03.025zbMATH Open1367.65056OpenAlexW2604521278MaRDI QIDQ2397088FDOQ2397088

Authors: Hubert Schwetlick, Ute Kandler 

Publication date: 29 May 2017

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

Full work available at URL: https://doi.org/10.1016/j.laa.2017.03.025

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zbMATH Keywords

eigenvalue problemblock Newton methodblock Rayleigh quotient iterationinvariant subspace computationblock RQI

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Cites Work

• Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4]
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• Three methods for refining estimates of invariant subspaces
• Inverse Iteration, Ill-Conditioned Equations and Newton’s Method
• A Grassmann--Rayleigh quotient iteration for computing invariant subspaces
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• Adaptive eigenvalue computations using Newton's method on the Grassmann manifold
• A modified block Newton iteration for approximating an invariant subspace of a symmetric matrix
• Cubically Convergent Iterations for Invariant Subspace Computation
• Nichtlineare Behandlung von Eigenwertaufgaben
• Acceleration of inverse subspace iteration with Newton's method
• Continuation of invariant subspaces for parameterized quadratic eigenvalue problems
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• Convergence of the Newton-Kantorovich method for calculating invariant subspaces
• Riccati-based preconditioner for computing invariant subspaces of large matrices
• Inverse, shifted inverse, and Rayleigh quotient iteration as Newton's method
• Title not available (Why is that?)

Cited In (4)

• A block Jacobi method for complex skew-symmetric matrices with applications in the time-dependent variational principle
• A block Newton's method for computing invariant pairs of nonlinear matrix pencils
• Title not available (Why is that?)
• Title not available (Why is that?)

Uses Software

• Algorithm 432

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