An Algorithm for Subspace Computation, with Applications in Signal Processing

DOI10.1137/0609018zbMath0647.65025OpenAlexW2014875927MaRDI QIDQ3792143

Daniel R. Fuhrmann

Publication date: 1988

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0609018

zbMATH Keywords

convergenceiterationLanczos methodeigenvectorssymmetric matrixsmallest or largest eigenvaluesadaptive covariance eigenstructure computation

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Related Items (5)

A numerical comparison of methods for solving secular equations ⋮ A unifying convergence analysis of second-order methods for secular equations ⋮ Analysis of third-order methods for secular equations ⋮ Solving secular and polynomial equations: a multiprecision algorithm ⋮ Fast and stable QR eigenvalue algorithms for generalized companion matrices and secular equations

This page was built for publication: An Algorithm for Subspace Computation, with Applications in Signal Processing