Using the Matrix Sign Function to Compute Invariant Subspaces
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Publication:4389070
DOI10.1137/S0895479896297719zbMath0914.65035MaRDI QIDQ4389070
Publication date: 11 May 1998
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Newton's methodnumerical exampleseigenvalue probleminvariant subspaceconditioningnumerical stabilitymatrix sign functioniterative refinementdivide-and-conquer algorithmdefacting subspaces
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of matrix norms, conditioning, scaling (65F35)
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Perturbation analysis for the sign functions of regular matrix pairs ⋮ A modified matrix sign function method for projected Lyapunov equations ⋮ Spectral division methods for block generalized Schur decompositions ⋮ Computing Fundamental Matrix Decompositions Accurately via the Matrix Sign Function in Two Iterations: The Power of Zolotarev's Functions ⋮ Nonlinear eigenvalue and frequency response problems in industrial practice ⋮ An invariant subspace method for large-scale algebraic Riccati equation ⋮ Calculating a function of a matrix with a real spectrum ⋮ Pseudospectral shattering, the sign function, and diagonalization in nearly matrix multiplication time ⋮ Iterative and doubling algorithms for Riccati‐type matrix equations: A comparative introduction ⋮ A globally convergent variant of mid-point method for finding the matrix sign ⋮ PARALLEL SPECTRAL DIVISION USING THE MATRIX SIGN FUNCTION FOR THE GENERALIZED EIGENPROBLEM ⋮ Constructing a high-order globally convergent iterative method for calculating the matrix sign function ⋮ Approximating the matrix sign function using a novel iterative method ⋮ Fast linear algebra is stable ⋮ The coninvolutory decomposition and its computation for a complex matrix ⋮ Computing enclosures for the inverse square root and the sign function of a matrix ⋮ The matrix sign function for solving surface wave problems in homogeneous and laterally periodic elastic half-spaces ⋮ A structure-preserving doubling algorithm for continuous-time algebraic Riccati equations ⋮ Convex invertible sets and matrix sign function ⋮ An arithmetic for matrix pencils: theory and new algorithms ⋮ Solving matrix polynomial equations arising in queueing problems ⋮ Some new algorithms for the spectral dichotomy methods
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