Cubically Convergent Iterations for Invariant Subspace Computation
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Absil, P-A; Sepulchre, R; Van Dooren, P; Mahony, Robert
Description
We propose a Newton-like iteration that evolves on the set of fixed dimensional subspaces of ℝn and converges locally cubically to the invariant subspaces of a symmetric matrix. This iteration is compared in terms of numerical cost and global behavior w
Collections | ANU Research Publications |
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Date published: | 2004 |
Type: | Journal article |
URI: | http://hdl.handle.net/1885/77992 |
Source: | SIAM Journal on Matrix Analysis and Applications |
DOI: | 10.1137/S0895479803422002 |
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