Error analysis of Padé iterations for computing matrix invariant subspaces (Q1042551)

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scientific article; zbMATH DE number 5646350
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Error analysis of Padé iterations for computing matrix invariant subspaces
scientific article; zbMATH DE number 5646350

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    Error analysis of Padé iterations for computing matrix invariant subspaces (English)
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    14 December 2009
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    The authors make a detailed rounding error analysis for two classical schemes of the Padé matrix iteration, using basic matrix floating point arithmetics. Moreover, they provide an error estimations of computing invariant subspaces by the Padé sign iteration.
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    Invariant subspace
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    matrix sign function
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    rounding error
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    Padé matrix iteration
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    subspace approximation
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