A Grasmann-Rayleigh quotient iteration for computing invariant subspaces
(2000) 39th Conferece on Decision and Control, CDC — Location: Sydney
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- Authors
- Abstract
- The classical Rayleigh quotient iteration (RQI) allows one to compute a one-dimensional invariant subspace of a symmetric matrix A. Here we propose a generalization of the RQI which computes a p-dimensional invariant subspace of A. Cubic convergence is preserved and the cost per iteration is low compared to other methods proposed in the literature.
- Affiliations
ANU, Australia EE Dept Univ Liege Systems
Citations
Absil, P.-A., Mahony, R., Sepulchre, R., & Van Dooren, P. (2000). A Grasmann-Rayleigh quotient iteration for computing invariant subspaces. 39th Conferece on Decision and Control, CDC, Sydney. https://hdl.handle.net/2078.5/221129