%0 Generic %1 absil2002grassmann %A Absil, P.A. %A Mahony, R. %A Sepulchre, R. %A Dooren, P. Van %B Decision and Control, 2000. Proceedings of the 39th IEEE Conference on %D 2002 %K eigenvalues grassman iteration power-method rayleigh stiefel-manifolds %P 4241--4246 %R 10.1137/S0036144500378648 %T A Grassmann-Rayleigh quotient iteration for computing invariant subspaces %V 5 %X The classical Rayleigh quotient iteration (RQI) allows one to compute a one-dimensional invariant subspace of a symmetric matrix A. Here we propose a generalization of the RQI which computes a p-dimensional invariant subspace of A. Cubic convergence is preserved and the cost per iteration is low compared to other methods proposed in the literature. %@ 0780366387

@conference{absil2002grassmann, abstract = {The classical Rayleigh quotient iteration (RQI) allows one to compute a one-dimensional invariant subspace of a symmetric matrix A. Here we propose a generalization of the RQI which computes a p-dimensional invariant subspace of A. Cubic convergence is preserved and the cost per iteration is low compared to other methods proposed in the literature.}, added-at = {2011-02-17T21:28:22.000+0100}, author = {Absil, P.A. and Mahony, R. and Sepulchre, R. and Dooren, P. Van}, biburl = {https://www.bibsonomy.org/bibtex/270f026197ffb8eee7a50b84be6e1a3cc/ytyoun}, booktitle = {Decision and Control, 2000. Proceedings of the 39th IEEE Conference on}, doi = {10.1137/S0036144500378648}, interhash = {6d23a8ff3fa3b2880b9ac085b9dfe6dd}, intrahash = {70f026197ffb8eee7a50b84be6e1a3cc}, isbn = {0780366387}, keywords = {eigenvalues grassman iteration power-method rayleigh stiefel-manifolds}, organization = {IEEE}, pages = {4241--4246}, timestamp = {2011-10-01T07:37:15.000+0200}, title = {{A Grassmann-Rayleigh quotient iteration for computing invariant subspaces}}, volume = 5, year = 2002 }