Cubically Convergent Iterations for Invariant Subspace Computation
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Publication:4650983
DOI10.1137/S0895479803422002zbMath1075.65049MaRDI QIDQ4650983
Paul Van Dooren, Robert Mahony, Pierre-Antoine Absil, Rodolphe J. Sepulchre
Publication date: 21 February 2005
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0895479803422002
global convergence; numerical examples; invariant subspace; Rayleigh quotient; Newton method; Grassmann manifold; inverse iteration; cubic convergence; symmetric eigenproblem
65F15: Numerical computation of eigenvalues and eigenvectors of matrices
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