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

被引:4
作者
Fan, Hung-Yuan [1 ]
Weng, Peter Chang-Yi [2 ]
Chu, Eric King-wah [2 ]
机构
[1] Natl Taiwan Normal Univ, Dept Math, Taipei 116, Taiwan
[2] Monash Univ, Sch Math Sci, Clayton, Vic 3800, Australia
关键词
Deflating subspace; Invariant subspace; Large-scale problem; Newton's method; Nonsymmetric algebraic Riccati equation; Sparse matrix; Sylvester equation; CONTINUATION; ALGORITHM; EQUATIONS;
D O I
10.1007/s10543-014-0469-1
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
We consider the refinement of estimates of invariant (or deflating) subspaces for a large and sparse real matrix (or pencil) in , 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 , under appropriate assumptions, as illustrated by several numerical examples.
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页码:147 / 169
页数:23
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