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SIAM Review / Volume 44 / Issue 1

SIAM Rev. 44, pp. 57-73 (17 pages)

A Grassmann--Rayleigh Quotient Iteration for Computing Invariant Subspaces

P. A. Absil, R. Mahony, R. Sepulchre, and P. Van Dooren

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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.

© 2002 Society for Industrial and Applied Mathematics

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AMS Subject Headings

65F15

PUBLICATION DATA

ISSN

0036-1445 (print)  
1095-7200 (online)

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$abstract.society.value is a Member of CrossRef Society for Industrial and Applied Mathematics

ARTICLE DATA

Digital Object Identifier
http://dx.doi.org/10.1137/S0036144500378648

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