SIAM review, 2002-03, Vol.44 (1), p.57-73
2002
Details
- Autor(en) / Beteiligte
- Titel
- A Grassmann-Rayleigh Quotient Iteration for Computing Invariant Subspaces
- Ist Teil von
- SIAM review, 2002-03, Vol.44 (1), p.57-73
- Ort / Verlag
- Philadelphia, PA: Society for Industrial and Applied Mathematics
- Erscheinungsjahr
- 2002
- Link zum Volltext
- Quelle
- Business Source Ultimate
- Beschreibungen/Notizen
- 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.
- Sprache
- Englisch
- Identifikatoren
- ISSN: 0036-1445, 1095-7200eISSN: 1095-7200DOI: 10.1137/S0036144500378648Titel-ID: cdi_liege_orbi_v2_oai_orbi_ulg_ac_be_2268_33244
- Format
- –
- Schlagworte
- Algorithms, Coordinate systems, Eigenvalues, Eigenvectors, Exact sciences and technology, Grassmann manifold, invariant subspace, Mathematical manifolds, Mathematical models, Mathematics, Mathématiques, Matrices, Matrix, Newtons method, Numerical analysis, Numerical analysis. Scientific computation, Numerical linear algebra, Perceptron convergence procedure, Physical, chemical, mathematical & earth Sciences, Physique, chimie, mathématiques & sciences de la terre, Problems and Techniques, Quotients, Rayleigh quotient iteration, Sciences and techniques of general use, Sepulchres