Jump to Content
Your Recent History
View Cart
Logged Out Log In
SIAM. J. Matrix Anal. & Appl. 26, pp. 70-96 (27 pages)
Cubically Convergent Iterations for Invariant Subspace Computation
Alerts
Alert Me When Cited
Alert Me When Corrected
Tools
Download Citation
Add to MyScitation
Blog This Article
Print-Friendly
Research Toolkit
Share
Email Abstract
Connotea
CiteULike
del.icio.us
BibSonomy
Tweet this Article
Add to FacebookWe propose a Newton-like iteration that evolves on the set of fixed dimensional subspaces of $\rr^n$ 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.
© 2004 Society for Industrial and Applied Mathematics
RELATED DATABASES
To view database links for this article,
you need to log in.
KEYWORDS
Keywords
invariant subspace, Grassmann manifold, cubic convergence, symmetric eigenproblem, inverse iteration, Rayleigh quotient, Newton method, global convergenceAMS Subject Headings
65F15PUBLICATION DATA
ARTICLE DATA
For access to fully linked references, you need to log in.
For access to citing articles, you need to log in.
ALL SIAM Content
Scitation
Google Scholar