A Differential-geometric Look at the Jacobi–davidson Framework

نویسندگان

  • PIERRE-ANTOINE ABSIL
  • MICHIEL E. HOCHSTENBACH
چکیده

The problem of computing a p-dimensional invariant subspace of a symmetric positivedefinite matrix pencil of dimension n is interpreted as computing a zero of a tangent vector field on the Grassmann manifold of p-planes in R. The theory of Newton’s method on manifolds is applied to this problem, and the resulting Newton equations are interpreted as block versions of the Jacobi–Davidson correction equation for the generalized eigenvalue problem.

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تاریخ انتشار 2012