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

DOI10.1016/J.LAA.2017.03.025MaRDI QIDQ2397088zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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• A Grassmann--Rayleigh quotient iteration for computing invariant subspaces
• A modified block Newton iteration for approximating an invariant subspace of a symmetric matrix
• Acceleration of inverse subspace iteration with Newton's method
• Adaptive eigenvalue computations using Newton's method on the Grassmann manifold
• Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4]
• Continuation of invariant subspaces for parameterized quadratic eigenvalue problems
• Convergence of the Newton-Kantorovich method for calculating invariant subspaces
• Cubically Convergent Iterations for Invariant Subspace Computation
• Inverse Iteration, Ill-Conditioned Equations and Newton’s Method
• Inverse, shifted inverse, and Rayleigh quotient iteration as Newton's method
• Nichtlineare Behandlung von Eigenwertaufgaben
• Riccati-based preconditioner for computing invariant subspaces of large matrices
• Three methods for refining estimates of invariant subspaces

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
• scientific article; zbMATH DE number 3954164 (Why is no real title available?)
• scientific article; zbMATH DE number 2132075 (Why is no real title available?)

Describes a project that uses

Uses Software

• Algorithm 432

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