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Cubically Convergent Iterations for Invariant Subspace Computation

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

CollectionsANU Research Publications
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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