Cubically Convergent Iterations for Invariant Subspace Computation
نویسندگان
چکیده
We propose a Newton-like iteration that evolves on the set of fixed dimensional subspaces of Rn 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.
منابع مشابه
Cubically Convergent Iterations for Invariant
We propose a Newton-like iteration that evolves on the set of fixed dimensional subspaces of Rn 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 be...
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عنوان ژورنال:
- SIAM J. Matrix Analysis Applications
دوره 26 شماره
صفحات -
تاریخ انتشار 2004