Cubically convergent iterations for invariant subspace computation

Absil, Pierre-Antoine;Sepulchre, Rodolphe;Van Dooren, Paul;Mahony, R.
(2004) SIAM Journal on Matrix Analysis and Applications — Vol. 26, n° 1, p. 70-96 (2004)

Files

No attached file found for this publication.

Details

Authors
  • Absil, Pierre-AntoineUCLouvain
    Author
  • Sepulchre, RodolpheUCLouvain
    Author
  • Van Dooren, PaulUCLouvain
    Author
  • Mahony, R.
    Author
Abstract
We propose a Newton-like iteration that evolves on the set of fixed dimensional subspaces of R-n and converges locally cubically to the invariant subspaces of a symmetric matrix. This iteration is compared in terms of numerical cost and global behavior with three other methods that display the same property of cubic convergence. Moreover, we consider heuristics that greatly improve the global behavior of the iterations.
Affiliations

Citations

  • APA
  • Chicago
  • FWB

Absil, P.-A., Sepulchre, R., Van Dooren, P., & Mahony, R. (2004). Cubically convergent iterations for invariant subspace computation. SIAM Journal on Matrix Analysis and Applications, 26(1), 70-96. https://doi.org/10.1137/S0895479803422002 (Original work published 2004)