Recursive approximation of the dominant eigenspace of an indefinite matrix

DOI10.1016/j.cam.2012.02.032zbMath1246.65061OpenAlexW2132270939MaRDI QIDQ433957

Nicola Mastronardi, Paul Van Dooren

Publication date: 9 July 2012

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2012.02.032

zbMATH Keywords

algorithmnumerical experimentsupdatingsymmetric indefinite matrixrank reductiondominant eigenvalues

Mathematics Subject Classification ID

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

Related Items (4)

Rank-revealing decomposition of symmetric indefinite matrices via block anti-triangular factorization ⋮ Numerical issues in computing the antitriangular factorization of symmetric indefinite matrices ⋮ An algorithm for solving the indefinite least squares problem with equality constraints ⋮ A block algorithm for computing antitriangular factorizations of symmetric matrices

Uses Software

• mctoolbox

Cites Work

• Rank-revealing decomposition of symmetric indefinite matrices via block anti-triangular factorization
• The numerically stable reconstruction of Jacobi matrices from spectral data
• Parallel tri- and bi-diagonalization of bordered bidiagonal matrices
• Two-way bidiagonalization scheme for downdating the singular-value decomposition
• Matrix Algorithms
• A Fast Algorithm for Updating and Downsizing the Dominant Kernel Principal Components
• Reorthogonalization and Stable Algorithms for Updating the Gram-Schmidt QR Factorization

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