A Grassmann-Rayleigh Quotient Iteration for Computing Invariant Subspaces
نویسندگان
چکیده
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.
منابع مشابه
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ورودعنوان ژورنال:
- SIAM Review
دوره 44 شماره
صفحات -
تاریخ انتشار 2002