The Matrix Sign Function Method and the Computation of Invariant Subspaces

Description

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.

Links & Downloads

1. urn:nbn:de:bsz:ch1-199800619
2. https://monarch.qucosa.de/id/qucosa%3A17434
3. https://monarch.qucosa.de/api/qucosa%3A17434/attachment/ATT-0/
4. https://monarch.qucosa.de/api/qucosa%3A17434/attachment/ATT-1/
5. https://monarch.qucosa.de/api/qucosa%3A17434/attachment/ATT-2/

Tags

info:eu-repo/classification/ddc/510

ddc:510

matrix sign function

invariant subspaces

stability

Newton

iteration

numerical examples

MSC 65F30

MSC 65F15

Additional Fields

Identifer	oai:union.ndltd.org:DRESDEN/oai:qucosa:de:qucosa:17434
Date	30 October 1998
Creators	Byers, R., He, C., Mehrmann, V.
Publisher	Technische Universität Chemnitz
Source Sets	Hochschulschriftenserver (HSSS) der SLUB Dresden
Language	English
Detected Language	English
Type	doc-type:preprint, info:eu-repo/semantics/preprint, doc-type:Text
Rights	info:eu-repo/semantics/openAccess