M ar 2 00 8 Two - sided Grassmann - Rayleigh quotient iteration ∗
نویسنده
چکیده
The two-sided Rayleigh quotient iteration proposed by Ostrowski computes a pair of corresponding left-right eigenvectors of a matrix C. We propose a Grassmannian version of this iteration, i.e., its iterates are pairs of p-dimensional subspaces instead of one-dimensional subspaces in the classical case. The new iteration generically converges locally cubically to the pairs of left-right p-dimensional invariant subspaces of C. Moreover, Grassmannian versions of the Rayleigh quotient iteration are given for the generalized Hermitian eigenproblem, the Hamiltonian eigenproblem and the skew-Hamiltonian eigenproblem.
منابع مشابه
Two-sided Grassmann-Rayleigh quotient iteration
The two-sided Rayleigh quotient iteration proposed by Ostrowski computes a pair of corresponding left-right eigenvectors of a matrix C. We propose a Grassmannian version of this iteration, i.e., its iterates are pairs of p-dimensional subspaces instead of one-dimensional subspaces in the classical case. The new iteration generically converges locally cubically to the pairs of left-right p-dimen...
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