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A Newton-squaring algorithm for computing the negative invariant subspace of a matrix

机译:一种牛顿平方算法,用于计算矩阵的负不变子空间

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摘要

By combining Newton's method for the matrix sign function with a squaring procedure, a basis for the negative invariant subspace of a matrix can be computed efficiently. The algorithm presented is a variant of multiplication-rich schemes for computing the matrix sign function, such as the well-known inversion-free Schulz method, which requires two matrix multiplications per step. However, by avoiding a complete computation of the matrix sign and instead concentrating only on the negative invariant subspace, the final Newton steps can be replaced by steps which require only one matrix squaring each. This efficiency is attained without sacrificing the quadratic convergence of Newton's method.
机译:通过将用于矩阵符号函数的牛顿方法与平方程序相结合,可以有效地计算矩阵的负不变子空间的基础。提出的算法是用于计算矩阵符号函数的富含乘法的方案的变体,例如众所周知的无逆Schulz方法,该方法每步需要两次矩阵乘法。但是,通过避免矩阵符号的完整计算,而只专注于负不变子空间,最终的牛顿步长可以替换为只需要每个矩阵平方的步长。在不牺牲牛顿方法的二次收敛性的情况下获得了这种效率。

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