THE MATRIX SIGN FUNCTION-METHOD AND THE COMPUTATION OF INVARIANT SUBSPACES

Authors
BYERS R HE CY MEHRMANN V
Citation
R. Byers et al., THE MATRIX SIGN FUNCTION-METHOD AND THE COMPUTATION OF INVARIANT SUBSPACES, SIAM journal on matrix analysis and applications, 18(3), 1997, pp. 615-632
Citations number
39
Categorie Soggetti
Mathematics,Mathematics
Journal title
SIAM journal on matrix analysis and applications → ACNP
ISSN journal
08954798
Volume
18
Issue
3
Year of publication
1997
Pages
615 - 632
Database
ISI
SICI code
0895-4798(1997)18:3<615:TMSFAT>2.0.ZU;2-J
Abstract
A perturbation analysis shows that if a numerically stable procedure i s used to compute the matrix sign function, then it is competitive wit h conventional methods for computing invariant subspaces. Stability an alysis of the Newton iteration improves an earlier result of Byers and confirms that ill-conditioned iterates may cause numerical instabilit y. Numerical examples demonstrate the theoretical results.