Refining estimates of invariant and deflating subspaces for large and sparse matrices and pencils

Hung-Yuan Fan, Peter Chang Yi Weng, Eric King wah Chu

研究成果: 雜誌貢獻期刊論文同行評審

2 引文 斯高帕斯(Scopus)

摘要

We consider the refinement of estimates of invariant (or deflating) subspaces for a large and sparse real matrix (or pencil) in ℝn×n, through some (generalized) nonsymmetric algebraic Riccati equations or their associated (generalized) Sylvester equations via Newton's method. The crux of the method is the inversion of some well-conditioned unstructured matrices via the efficient and stable inversion of the associated structured but near-singular matrices.All computations have complexity proportional to n, under appropriate assumptions, as illustrated by several numerical examples.

原文英語
頁(從 - 到)147-169
頁數23
期刊BIT Numerical Mathematics
54
發行號1
DOIs
出版狀態已發佈 - 2014 三月

ASJC Scopus subject areas

  • 軟體
  • 電腦網路與通信
  • 計算數學
  • 應用數學

指紋

深入研究「Refining estimates of invariant and deflating subspaces for large and sparse matrices and pencils」主題。共同形成了獨特的指紋。

引用此