Cubically Convergent Iterations for Invariant Subspace Computation

DOI10.1137/S0895479803422002zbMath1075.65049OpenAlexW2136289064MaRDI QIDQ4650983

Paul Van Dooren, Robert Mahony, Pierre-Antoine Absil, Rodolphe J. Sepulchre

Publication date: 21 February 2005

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

Full work available at URL: https://doi.org/10.1137/s0895479803422002

zbMATH Keywords

global convergencenumerical examplesinvariant subspaceRayleigh quotientNewton methodGrassmann manifoldinverse iterationcubic convergencesymmetric eigenproblem

Mathematics Subject Classification ID

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

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Uses Software

• JDQZ
• JDCG