NUMERICAL CONSIDERATIONS IN COMPUTING INVARIANT SUBSPACES

被引：15
|
作者：
DONGARRA, JJ
HAMMARLING, S
WILKINSON, JH
机构：
[1] OAK RIDGE NATL LAB,MATH SCI SECT,OAK RIDGE,TN 37831
[2] NUMER ALGORITHMS GRP LTD,OXFORD OX2 8DR,ENGLAND
来源：
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS | 1992年 / 13卷 / 01期
关键词：
INVARIANT SUBSPACES; EIGENVALUES; ILL-CONDITIONED EIGENVALUES;
D O I：
10.1137/0613013
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
This paper describes two methods for computing the invariant subspace of a matrix. The first method involves using transformations to interchange the eigenvalues. The matrix is assumed to be in Schur form and transformations are applied to interchange neighboring blocks. The blocks can be either one by one or two by two. The second method involves the construction of an invariant subspace by a direct computation of the vectors, rather than by applying transformations to move the desired eigenvalues to the top of the matrix.
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页码：145 / 161
页数：17
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