Fast parallelizable methods for computing invariant subspaces of Hermitian matrices

被引:0
|
作者
Zhang, Zhenyue [1 ]
Zha, Hongyuan
Ying, Wenlong
机构
[1] Zhejiang Univ, Dept Math, Hangzhou 310027, Peoples R China
[2] Georgia Inst Technol, Coll Comp, Atlanta, GA 30332 USA
[3] Zhejiang Univ, Dept Math, Hangzhou 310027, Peoples R China
关键词
eigenvalue; invariant subspace; Hermitian matrix; QR method; parallelizable method;
D O I
暂无
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We propose a quadratically convergent algorithm for computing the invariant subspaces of an Hermitian matrix. Each iteration of the algorithm consists of one matrix-matrix multiplication and one QR decomposition. We present an accurate convergence analysis of the algorithm without using the big O notation. We also propose a general framework based on implicit rational transformations which allows us to make connections with several existing algorithms and to derive classes of extensions to our basic algorithm with faster convergence rates. Several numerical examples are given which compare some aspects of the existing algorithms and the new algorithms.
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页码:583 / 594
页数:12
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