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The Matrix Sign Function Method and the Computation of Invariant Subspaces

A perturbation analysis shows that if a numerically stable
procedure is used to compute the matrix sign function, then it is competitive
with conventional methods for computing invariant subspaces.
Stability analysis of the Newton iteration improves an earlier result of Byers
and confirms that ill-conditioned iterates may cause numerical
instability. Numerical examples demonstrate the theoretical results.

Identiferoai:union.ndltd.org:DRESDEN/oai:qucosa:de:qucosa:17434
Date30 October 1998
CreatorsByers, R., He, C., Mehrmann, V.
PublisherTechnische Universität Chemnitz
Source SetsHochschulschriftenserver (HSSS) der SLUB Dresden
LanguageEnglish
Detected LanguageEnglish
Typedoc-type:preprint, info:eu-repo/semantics/preprint, doc-type:Text
Rightsinfo:eu-repo/semantics/openAccess

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