The matrix sign function method and the computation of invariant subspaces

被引：35

作者：

Byers, R ^{[1
]}

He, CY ^{[1
]}

Mehrmann, V ^{[1
]}

机构：

[1] TU CHEMNITZ ZWICKAU, FAK MATH, D-09107 CHEMNITZ, GERMANY

来源：

SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS | 1997年 / 18卷 / 03期

关键词：

matrix sign function; invariant subspaces; perturbation theory;

D O I：

10.1137/S0895479894277454

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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.

引用

页码：615 / 632

页数：18

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